Reflected BSDE with a Constraint and a New Doob-Meyer Nonlinear Decomposition

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Publication:6478325

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arXivmath/0611869MaRDI QIDQ6478325

Shige Peng, Mingyu Xu

Publication date: 28 November 2006

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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