Predictable representation for time inhomogeneous Lévy processes and BSDEs (Q2322283)
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scientific article; zbMATH DE number 7101140
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| English | Predictable representation for time inhomogeneous Lévy processes and BSDEs |
scientific article; zbMATH DE number 7101140 |
Statements
Predictable representation for time inhomogeneous Lévy processes and BSDEs (English)
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4 September 2019
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predictable representation theorem
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non-homogeneous Lévy process
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BSDE
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partial integro-differential equations
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0.9026776
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0.90252435
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0.8933631
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0.88987195
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0.8860836
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0.8853283
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0.88311386
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0.8828159
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