Lp-solutions of Multi-dimensional Oblique Reflected BSDEs and Optimal Switching Problem on Finite or Infinite Time Horizon
Xue-jun SHI, Qun FENG, Long JIANG
Acta Mathematicae Applicatae Sinica(English Series) ›› 2024, Vol. 40 ›› Issue (4) : 1127-1146.
Lp-solutions of Multi-dimensional Oblique Reflected BSDEs and Optimal Switching Problem on Finite or Infinite Time Horizon
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