Backward stochastic differential equations with two barriers and generalized reflection (Q2186646)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with two barriers and generalized reflection |
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Backward stochastic differential equations with two barriers and generalized reflection (English)
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9 June 2020
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reflected backward stochastic differential equation
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generalized reflection
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optimal stopping problem
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