Backward stochastic differential equations with time delayed generators -- results and counterexamples (Q990389)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with time delayed generators -- results and counterexamples |
scientific article |
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Backward stochastic differential equations with time delayed generators -- results and counterexamples (English)
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1 September 2010
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backward stochastic differential equation
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time delayed generator
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contraction inequality
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comparison principle
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measure solution
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BMO martingale
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