On existence and uniqueness of solutions to uncertain backward stochastic differential equations (Q462275): Difference between revisions
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English | On existence and uniqueness of solutions to uncertain backward stochastic differential equations |
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On existence and uniqueness of solutions to uncertain backward stochastic differential equations (English)
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3 November 2014
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uncertain backward stochastic differential equations
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canonical process
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existence and uniqueness
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Lipschitzian condition
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martingale representation theorem
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