Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic representation and approximation for coupled systems of variational inequalities |
scientific article |
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Probabilistic representation and approximation for coupled systems of variational inequalities (English)
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26 August 2010
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BSDE with jumps
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variational inequalities
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viscosity solutions
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Monte Carlo simulations
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switching problems
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