Reflected solutions of backward stochastic differential equations driven by G-Brownian motion
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/article/10.1007/s11425-017-9176-0/fulltext.html
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4. El Karoui N, Kapoudjian C, Pardoux E, et al. Reflected solutions of backward SDE’s, and related obstacle problems for PDE’s. Ann Probab, 1997, 23: 702–737
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