J4 ›› 2013, Vol. 48 ›› Issue (6): 14-17.
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XU Xiao-ming
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Abstract:
The existence and uniqueness of the reflected solutions of anticipated BSDEs was proved, and an optimal stopping time problem was solved as an application.
Key words: anticipated backward stochastic differential equation; reflected solution; optimal stopping time problem
XU Xiao-ming. Reflected solutions of anticipated BSDEs and related optimal stopping time problem[J].J4, 2013, 48(6): 14-17.
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