Reflected BSDEs when the obstacle is not right-continuous in a general filtration.
| Autor: | Baadi, Brahim1 baadibrahim@gmail.com, Ouknine, Youssef2,3 ouknine@uca.ma |
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| Zdroj: | ALEA. Latin American Journal of Probability & Mathematical Statistics. 2017, Vol. 14, p201-218. 18p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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