Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081)

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Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications
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    Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (English)
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    26 May 2020
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    systems of reflected BSDEs
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    zero-sum stochastic switching games
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    systems of PDEs with interconnected obstacles
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    Feynman-Kac representation
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    viscosity solution
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