A comonotonic theorem for BSDEs (Q2485815)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comonotonic theorem for BSDEs |
scientific article |
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A comonotonic theorem for BSDEs (English)
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5 August 2005
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Backward stochastic differential equation
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Choquet integral
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Capacity
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Partial differential equation
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