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On discretely reflected backward stochastic differential equations |
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| Authors: | Wilber Alexander Ventura Andrzej Korzeniowski |
| Affiliation: | 1. Department of Mathematics, The University of Texas at Arlington, Arlington, Texas, USAwilber.ventura@mavs.uta.edu;3. Department of Mathematics, The University of Texas at Arlington, Arlington, Texas, USA |
| Abstract: | |
| Keywords: | Backward stochastic differential equations with reflections functionals of cadlag paths random measures picard iteration |