3 results
Optimal stopping under g-Expectation with ${L}\exp\bigl(\mu\sqrt{2\log\!(1+\textbf{L})}\bigr)$ -integrable reward process
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
- Published online by Cambridge University Press:
- 14 September 2022, pp. 241-252
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- March 2023
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REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS
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- The ANZIAM Journal / Volume 50 / Issue 4 / April 2009
- Published online by Cambridge University Press:
- 04 December 2009, pp. 486-500
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Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions
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- Advances in Applied Probability / Volume 37 / Issue 1 / March 2005
- Published online by Cambridge University Press:
- 01 July 2016, pp. 134-159
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- March 2005
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