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"Quadratic second-order backward stochastic differential equation and ..."
Bowen Sheng (2022)
- Bowen Sheng:
Quadratic second-order backward stochastic differential equation and numeric analysis for Sannikov's optimal contracting problem. (Equations différentielles stochastiques rétrogrades de second ordre et l'analyse numérique du problème de Sannikov). Polytechnic Institute of Paris, Palaiseau, France, 2022
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