One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (Q1721897)

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scientific article; zbMATH DE number 7021498
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    One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators
    scientific article; zbMATH DE number 7021498

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      One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (English)
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      13 February 2019
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      backward stochastic differential equations
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      stochastic differential equations
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      approximation techniques
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