Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483): Difference between revisions

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+Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
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+Q4357511
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+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
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+Backward Stochastic Differential Equations in Finance
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+Solution of forward-backward stochastic differential equations
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+Adapted solution of a backward stochastic differential equation
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