Reflected BSDEs in time-dependent convex regions (Q2512847)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs in time-dependent convex regions |
scientific article |
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Reflected BSDEs in time-dependent convex regions (English)
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30 January 2015
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reflected backward stochastic differential equations
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time-dependent convex regions
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penalization method
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