Solution and reflected solutions of FSDEs with generalized Wiener functional approach (Q2722262)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution and reflected solutions of FSDEs with generalized Wiener functional approach |
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Solution and reflected solutions of FSDEs with generalized Wiener functional approach (English)
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11 July 2001
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forward stochastic differential equations
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reflected solutions
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generalized Wiener functionals
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penalization argument
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