Reflected backward stochastic differential equations with two optional barriers (Q2287838): Difference between revisions
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Latest revision as of 21:27, 29 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Reflected backward stochastic differential equations with two optional barriers |
scientific article |
Statements
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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