Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient (Q4780946)
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scientific article; zbMATH DE number 1833691
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English | Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient |
scientific article; zbMATH DE number 1833691 |
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Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient (English)
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21 November 2002
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backward stochastic differential equation
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convex region
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locally Lipschitz coefficient
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