Backward stochastic viability and related properties on \(Z\) for BSDEs with applications (Q2439873)
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English | Backward stochastic viability and related properties on \(Z\) for BSDEs with applications |
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Backward stochastic viability and related properties on \(Z\) for BSDEs with applications (English)
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18 March 2014
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backward stochastic differential equations
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backward stochastic viability property
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Malliavin calculus
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portfolio choice
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