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Preprint 19095


Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle

Authors: Hanwu Li, Shige Peng Projects: C3, C5
Published: Stochastic Processes and their Applications 130, no. 11 (2020), 6556--6579
Submission Date: 21.10.2019 Submitter: Giorgio Ferrari
Download: PDF
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