Forward-backward SDEs driven by Lévy process in stopping time duration (Q2408500)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-backward SDEs driven by Lévy process in stopping time duration |
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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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