Minimal supersolutions of convex BSDEs under constraints (Q2954231)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal supersolutions of convex BSDEs under constraints |
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Minimal supersolutions of convex BSDEs under constraints (English)
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12 January 2017
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backward stochastic differential equations
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supersolutions
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gamma constraints
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minimality
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duality
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