Reflected backward SDEs with two barriers under monotonicity and general increasing conditions (Q2471119)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward SDEs with two barriers under monotonicity and general increasing conditions |
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Reflected backward SDEs with two barriers under monotonicity and general increasing conditions (English)
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18 February 2008
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reflected backward stochastic differential equation
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monotonicity condition
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comparison theorem
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Dynkin game
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