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Skorohod Equation and Reflected Backward Stochastic Differential Equations (2011)

First Author: Qian Z

Attributed to: Rough path analysis and non-linear stochastic systems funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1103.2078

Publication URI: https://arxiv.org/abs/1103.2078

Type: Preprint