Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748): Difference between revisions

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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+Filtration-consistent nonlinear expectations and related \(g\)-expectations
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+Stochastic Differential Utility
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+Backwards SDE with random terminal time and applications to semilinear elliptic PDE
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Backward Stochastic Differential Equations in Finance
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Zero-sum stochastic differential games and backward equations
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+Backward stochastic differential equations with continuous coefficient
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+Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
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+Stochastic calculus with anticipating integrands
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+Adapted solution of a backward stochastic differential equation
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+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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+Un schéma multipas d'approximation de l'équation de Langevin. (A multistep approximation method for the Langevin equation)
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+Backward stochastic differential equations and applications to optimal control
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+Q4391579
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+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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