Second order backward SDE with random terminal time (Q2201514): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order backward SDE with random terminal time |
scientific article |
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Second order backward SDE with random terminal time (English)
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29 September 2020
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backward SDE
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second order backward SDE
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quasi-sure stochastic analysis
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random horizon
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