Anticipated BSDEs with reflection in convex region (Q6170738)
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scientific article; zbMATH DE number 7711916
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English | Anticipated BSDEs with reflection in convex region |
scientific article; zbMATH DE number 7711916 |
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Anticipated BSDEs with reflection in convex region (English)
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13 July 2023
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reflected anticipated backward stochastic differential equation
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penalization scheme
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no-Lipschitz continuous
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