Reflected BSDE with stochastic Lipschitz coefficient (Q2886309)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDE with stochastic Lipschitz coefficient |
scientific article |
Statements
1 June 2012
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reflected backward stochastic differential equation
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stochastic Lipschitz coefficient
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Snell envelope
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math.PR
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