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Presented By: Department of Mathematics

Financial/Actuarial Mathematics Seminar

Obliquely Reflected BSDEs

I will present in this talk new existence and uniqueness results for obliquely reflected BSDEs. We relax structural condition on the reflection and the domain that where needed before. I will also comment on some applications to stochastic control problem.

This is a joint work with Adrien Richou (Université de Bordeaux) Speaker(s): Jean-Francois Chassagneux (Paris 7)

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