Reflected BSDEs with regulated trajectories (Q2419968)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs with regulated trajectories |
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Reflected BSDEs with regulated trajectories (English)
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4 June 2019
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reflected backward stochastic differential equation
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processes with regulated trajectories
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modified penalization method
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optimal stopping problem
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