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20182022
most citedFinite Horizon Robust Impulse Control in a Non-Markovian Framework and Related Systems of Reflected BSDEs

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math.PR2022

Probabilistic Representation of Viscosity Solutions to Quasi-Variational Inequalities with Non-Local Drivers

Magnus Perninge

We consider quasi-variational inequalities (QVIs) with general non-local drivers and related systems of reflected backward stochastic differential equations (BSDEs) in a Brownian f…