Stochastic quadratic BSDE with two RCLL obstacles (Q2342390): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic quadratic BSDE with two RCLL obstacles |
scientific article |
Statements
Stochastic quadratic BSDE with two RCLL obstacles (English)
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28 April 2015
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backward stochastic differential equations
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stochastic quadratic growth
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comparison theorem
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exponential transformation
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