Reflected forward–backward stochastic differential equations with continuous monotone coefficients

JOURNAL ARTICLE

Year: 2010 Journal: Statistics & Probability Letters Vol: 80 (21-22)Pages: 1569-1576 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2010.06.005

Keywords:

Mathematics Monotone polygon Stochastic differential equation Applied mathematics Mathematical analysis

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