Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale. - Détails de la publication

Production Scientifique P.S.

Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale.

Auteur

Akdim, Khadija; Haddadi, Mouna; Ouknine, Youssef

Revue

Stochastics

Année

2020

Chercheur

Ouknine Youssef

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