Continuous dependence property of BSDE with constraints (Q2344469)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous dependence property of BSDE with constraints |
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Continuous dependence property of BSDE with constraints (English)
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15 May 2015
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backward stochastic differential equation with constraint (CBSDE)
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continuous dependence
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convex functional
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minimal solution
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