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20072026
most citedA Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions

48 citations · 195 across the 26 of their papers we have counts for

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math.AP2016

Maximum Principle for Quasi-linear Reflected Backward SPDEs

Guanxing Fu, Ulrich Horst, Jinniao Qiu

This paper establishes a maximum principle for quasi-linear reflected backward stochastic partial differential equations (RBSPDEs for short). We prove the existence and uniqueness…