Reflected backward stochastic differential equations with two optional barriers (Q2287838)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equations with two optional barriers |
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Reflected backward stochastic differential equations with two optional barriers (English)
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21 January 2020
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reflected backward stochastic differential equation
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optional barriers
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processes with regulated trajectories
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modified penalization method
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