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On Z-mean reflected BSDEs - MaRDI portal

On Z-mean reflected BSDEs (Q6201862)

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scientific article; zbMATH DE number 7824112
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English
On Z-mean reflected BSDEs
scientific article; zbMATH DE number 7824112

    Statements

    title
    On Z-mean reflected BSDEs (English)
    0 references
    arXiv ID
    2108.10631
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    DOI
    10.3150/23-bej1642
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    author
    Q6091092
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    Thibaut Mastrolia
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    published in
    Bernoulli
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    publication date
    26 March 2024
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    Mathematics Subject Classification ID
    60H10
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    60H07
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    60H30
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    91G20
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    zbMATH DE Number
    7824112
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    zbMATH Keywords
    constrained BSDEs
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    Malliavin calculus
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    OpenAlex ID
    W4391458269
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    cites work
    Q3974816
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    Q4029028
    0 references
     
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