Reflected BSDEs in time-dependent convex regions (Q2512847): Difference between revisions

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Latest revision as of 14:34, 9 July 2024

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Reflected BSDEs in time-dependent convex regions
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    Reflected BSDEs in time-dependent convex regions (English)
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    30 January 2015
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    reflected backward stochastic differential equations
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    time-dependent convex regions
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    penalization method
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