Reflected backward stochastic differential equations with time-delayed generators (Q1743324)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equations with time-delayed generators |
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Reflected backward stochastic differential equations with time-delayed generators (English)
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13 April 2018
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reflected backward stochastic differential equations
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time-delayed generator
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penalization method
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comparison theorem
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stopping time
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