Reflected backward stochastic differential equations with resistance (Q1650093)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equations with resistance |
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Reflected backward stochastic differential equations with resistance (English)
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29 June 2018
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Brownian motion
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local time
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optional dual projection
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reflected BSDE
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Skorokhod's equation
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