Multi-dimensional reflected backward stochastic differential equations and the comparison theorem (Q716525)
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scientific article; zbMATH DE number 5951862
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-dimensional reflected backward stochastic differential equations and the comparison theorem |
scientific article; zbMATH DE number 5951862 |
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Multi-dimensional reflected backward stochastic differential equations and the comparison theorem (English)
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29 September 2011
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backward stochastic differential equations
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comparison theorem
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local time
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