Reflected backward stochastic differential equation with rank-based data (Q2042035)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equation with rank-based data |
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Reflected backward stochastic differential equation with rank-based data (English)
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26 July 2021
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reflected backward stochastic differential equation
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rank-based coefficients
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obstacle problem
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partial differential equation
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viscosity solution
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