Backward-forward stochastic differential equations (Q1308701): Difference between revisions
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Latest revision as of 17:55, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward-forward stochastic differential equations |
scientific article |
Statements
Backward-forward stochastic differential equations (English)
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30 January 1994
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adapted process
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semimartingale
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optional projection
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existence and uniqueness
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backward stochastic differential equation
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