Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146): Difference between revisions

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Revision as of 02:34, 20 March 2024

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Reflected forward-backward stochastic differential equations with continuous monotone coefficients
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    Reflected forward-backward stochastic differential equations with continuous monotone coefficients (English)
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    24 September 2010
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    forward-backward stochastic differential equation
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    obstacle constraint
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    reflection
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    increasing process
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