BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions (Q4687205): Difference between revisions

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+Backward stochastic differential equations with stochastic monotone coefficients
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+RBSDEs with stochastic monotone and polynomial growth condition
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+Finite and infinite time interval of BDSDEs driven by Lévy processes
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+Backward Stochastic Differential Equations in Finance
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+Backward doubly stochastic differential equations with stochastic Lipschitz condition
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+Adapted solution of a backward stochastic differential equation
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+Q3599708
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+Backward stochastic differential equations with non-Lipschitz coefficients
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+https://doi.org/10.1142/s0219493718500399
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+W2767284558
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+Publication:4687205