BSDEs with two reflecting barriers: the general result (Q1779993)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs with two reflecting barriers: the general result |
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BSDEs with two reflecting barriers: the general result (English)
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6 June 2005
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Backward stochastic differential equation
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Variational inequality
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Dynkin games
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