A general comparison theorem for reflected BSDEs (Q2244498)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general comparison theorem for reflected BSDEs |
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A general comparison theorem for reflected BSDEs (English)
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12 November 2021
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reflected backward stochastic differential equation
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comparison theorem
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filtered probability space
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Girsanov theorem
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characterization
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penalization method
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