Transportation cost inequality for backward stochastic differential equations (Q2273740)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transportation cost inequality for backward stochastic differential equations |
scientific article |
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Transportation cost inequality for backward stochastic differential equations (English)
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25 September 2019
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backward stochastic differential equations
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concentration of measure
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transportation-information inequality
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Girsanov transformation
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