Q2712233 (Q2712233): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1 March 2002
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BSDE with jumps
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comparison theorem
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generalized HJB-equation
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controlled forward-backward stochastic differential equations
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viscosity solution
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