Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs when the obstacle is not right-continuous in a general filtration |
scientific article |
Statements
10 April 2017
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reflected backward stochastic differential equation
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Poisson random measure
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Brownian motion
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general filtration
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supermartingale
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optimal stopping
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Mertens decomposition
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math.PR
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