Reflected backward stochastic differential equations with two optional barriers (Q2287838): Difference between revisions

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Revision as of 12:28, 21 July 2024

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Reflected backward stochastic differential equations with two optional barriers
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    Reflected backward stochastic differential equations with two optional barriers (English)
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    21 January 2020
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    reflected backward stochastic differential equation
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    optional barriers
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    processes with regulated trajectories
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    modified penalization method
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