A comonotonic theorem for BSDEs (Q2485815): Difference between revisions
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Revision as of 15:51, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comonotonic theorem for BSDEs |
scientific article |
Statements
A comonotonic theorem for BSDEs (English)
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5 August 2005
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Backward stochastic differential equation
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Choquet integral
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Capacity
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Partial differential equation
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