BSDES ON FINITE AND INFINITE TIME HORIZON WITH DISCONTINUOUS COEFFICIENTS (Q2843783)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDES ON FINITE AND INFINITE TIME HORIZON WITH DISCONTINUOUS COEFFICIENTS |
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BSDES ON FINITE AND INFINITE TIME HORIZON WITH DISCONTINUOUS COEFFICIENTS (English)
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26 August 2013
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backward stochastic differential equations
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existence and uniqueness
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comparison theorem
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discontinuous conditions
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