Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (Q2685236)

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Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions
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    Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (English)
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    20 February 2023
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    generalized reflected backward stochastic differential equations
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    viscosity solution of PDEs
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    variational inequalities
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    nonlinear Neumann boundary conditions
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    optimal switching
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