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20092023
most citedBackward stochastic dynamics on a filtered probability space

23 citations · 85 across the 29 of their papers we have counts for

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math.PR2020

Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection

Dingqian Sun, Gechun Liang, Shanjian Tang

We study the quantitative stability of the solutions to Markovian quadratic reflected BSDEs with bounded terminal data. By virtue of BMO martingale and change of measure techniques…