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Reflected BSDEs in time-dependent convex regions |
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| Authors: | Tomasz Klimsiak Andrzej Rozkosz Leszek Słomiński |
| Affiliation: | Faculty of Mathematics and Computer Science, Nicolaus Copernicus University, Chopina 12/18, 87-100 Toruń, Poland |
| Abstract: | |
| Keywords: | Reflected backward stochastic differential equation Time-dependent convex region Penalization method |
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