Representation theorem for generators of quadratic BSDEs (Q1782045): Difference between revisions

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Latest revision as of 14:47, 16 July 2024

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Representation theorem for generators of quadratic BSDEs
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    Representation theorem for generators of quadratic BSDEs (English)
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    18 September 2018
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    backward stochastic differential equation
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    representation theorem of generator
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    converse comparison theorem
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    \(g\)-expectation
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