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Sequential systems of reflected backward stochastic differential equations with application to impulse control - MaRDI portal

Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342)

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Sequential systems of reflected backward stochastic differential equations with application to impulse control
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    Sequential systems of reflected backward stochastic differential equations with application to impulse control (English)
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    18 July 2022
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    reflected backward stochastic differential equations
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    impulse control
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    stochastic differential game
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