Backward stochastic differential equations with constraints on the gains-process (Q1307453): Difference between revisions

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Latest revision as of 08:46, 29 May 2024

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Backward stochastic differential equations with constraints on the gains-process
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    Backward stochastic differential equations with constraints on the gains-process (English)
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    4 May 2000
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    backward stochastic differential equations
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    convex constraints
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    stochastic control
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