Reflected backward stochastic differential equations driven by countable Brownian motions with continuous coefficients
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Publication:2517252
DOI10.1214/ECP.v20-3771zbMath1321.60128MaRDI QIDQ2517252
Publication date: 17 August 2015
Published in: Electronic Communications in Probability (Search for Journal in Brave)
comparison theorembackward doubly stochastic differential equationscountable Brownian motionslinear growth conditions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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