Double barrier reflected BSDEs with stochastic Lipschitz coefficient (Q1697203)
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scientific article; zbMATH DE number 6839360
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| English | Double barrier reflected BSDEs with stochastic Lipschitz coefficient |
scientific article; zbMATH DE number 6839360 |
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Double barrier reflected BSDEs with stochastic Lipschitz coefficient (English)
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15 February 2018
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BSDE and reflected BSDE
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stochastic Lipschitz coefficient
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