Anticipated Backward Stochastic Differential Equation with Reflection (Q2816697)
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scientific article; zbMATH DE number 6619261
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| English | Anticipated Backward Stochastic Differential Equation with Reflection |
scientific article; zbMATH DE number 6619261 |
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Anticipated Backward Stochastic Differential Equation with Reflection (English)
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25 August 2016
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backward stochastic differential equations
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reflecting boundary
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Lipschitz condition
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non-Lipschitz condition
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