Effect of Additive Perturbations on the Solution of Reflected Backward Stochastic Differential Equations
This chapter has as a topic large class of general, nonlinear reflected backward stochastic differential equations with a lower barrier, whose generator, final condition as well as barrier process arbitrarily depend on a small parameter. The solutions of these equations which are obtained by additiv...
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2021
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/75068 |
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