A pathwise approach to backward and forward stochastic differential equations on the poisson space<sup>*</sup> (Q2758171): Difference between revisions
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English | A pathwise approach to backward and forward stochastic differential equations on the poisson space<sup>*</sup> |
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A pathwise approach to backward and forward stochastic differential equations on the poisson space<sup>*</sup> (English)
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2 December 2002
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Poisson process
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forward integral
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backward integral
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stochastic differential equation
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chaos decomposition
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