Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483): Difference between revisions

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+Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
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+Q4357511
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+https://doi.org/10.1017/s1446788700003281
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+Publication:4431483