Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714)

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Integral equations for Rost's reversed barriers: existence and uniqueness results
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    Integral equations for Rost's reversed barriers: existence and uniqueness results (English)
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    11 September 2017
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    Skorokhod embedding
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    Rost's reversed barriers
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    optimal stopping
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    Volterra integral equations
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    free-boundary problems
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