Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time |
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Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (English)
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19 December 2013
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backward stochastic differential equations
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oblique reflection
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optimal switching
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unbounded stopping time
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switching problem
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