Diagonally quadratic BSDE with oblique reflection and optimal switching
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Publication:6615472
DOI10.1016/J.SPA.2024.104424MaRDI QIDQ6615472
Publication date: 8 October 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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