Mathematics
Probability
Scientist
Constrained BSDE and Viscosity Solutions of Variation Inequalities
Construction and Uniqueness for reflected BSDE under linear increasing condition
Numerical Algorithms and Simulations for Reflected Backward Stochastic Differential Equations with two Continuous Barriers
Numerical Algorithms for 1-d Backward Stochastic Differential Equations: Convergence and Simulations
Reflected backward SDEs with two barriers under monotonicity and general increasing conditions
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