RBSDEs with optional barriers: monotone approximation (Q2165734)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RBSDEs with optional barriers: monotone approximation |
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RBSDEs with optional barriers: monotone approximation (English)
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22 August 2022
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reflected backward stochastic differential equation
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\(g\)-expectation
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optional barrier
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monotone approximation
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comparison principle
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