Numerical Method for Reflected Backward Stochastic Differential Equations (Q3114568)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Method for Reflected Backward Stochastic Differential Equations |
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Numerical Method for Reflected Backward Stochastic Differential Equations (English)
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19 February 2012
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backward SDEs with reflections
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Skorokhod topology
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