A class of backward stochastic differential equations with discontinuous coefficients (Q2474509)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of backward stochastic differential equations with discontinuous coefficients |
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A class of backward stochastic differential equations with discontinuous coefficients (English)
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6 March 2008
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backward stochastic differential equation
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adapted solution
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comparison theorem
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