Fully coupled forward-backward stochastic differential equations with general martingale (Q2507628): Difference between revisions
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Revision as of 08:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully coupled forward-backward stochastic differential equations with general martingale |
scientific article |
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Fully coupled forward-backward stochastic differential equations with general martingale (English)
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5 October 2006
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local martingale
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predictable representation property of martingale
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