Reflected backward stochastic differential equations with...

The Annals of Applied Probability 2018 / 04 Vol. 28; Iss. 2

Reflected backward stochastic differential equations with resistance

Qian, Zhongmin, Xu, Mingyu
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Volume:
28
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/17-AAP1319
Date:
April, 2018
File:
PDF, 222 KB
english, 2018
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