Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081)
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| Language | Label | Description | Also known as |
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| English | 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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