Forward-backward SDEs driven by Lévy process in stopping time duration (Q2408500): Difference between revisions
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Revision as of 07:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-backward SDEs driven by Lévy process in stopping time duration |
scientific article |
Statements
Forward-backward SDEs driven by Lévy process in stopping time duration (English)
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12 October 2017
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forward-backward stochastic differential equations
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Teugels martingale
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Lévy process
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stopping time
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