\(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570): Difference between revisions
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scientific article
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English | \(L^p\) solution of backward stochastic differential equations driven by a marked point process |
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\(L^p\) solution of backward stochastic differential equations driven by a marked point process (English)
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21 December 2018
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backward stochastic differential equations
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marked point processes
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stochastic optimal control
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