Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506)
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English | Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations |
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Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (English)
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9 March 2016
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switching game
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backward stochastic differential equations
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oblique reflection
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