Invariant representation for a stochastic differential operator by BSDEs with uniformly continuous coefficients and its applications (Q2016827)
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English | Invariant representation for a stochastic differential operator by BSDEs with uniformly continuous coefficients and its applications |
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Invariant representation for a stochastic differential operator by BSDEs with uniformly continuous coefficients and its applications (English)
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30 June 2014
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backward stochastic differential equations
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stochastic differential operators
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representation theorems
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converse comparison theorem
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