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Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality

✍ Scribed by Yang, Zhou; Tang, Shanjian

Book ID: 118746959
Publisher: Society for Industrial and Applied Mathematics
Year: 2013
Tongue: English
Weight: 363 KB
Volume: 51
Category: Article
ISSN: 0363-0129
DOI: 10.1137/110850980

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