BSDEs with jumps and finite or infinite time horizon (Q2879480)
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scientific article; zbMATH DE number 6338700
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | BSDEs with jumps and finite or infinite time horizon |
scientific article; zbMATH DE number 6338700 |
Statements
2 September 2014
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backward stochastic differential equation
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Poisson random measure
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Doléans-Dade exponential
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BSDEs with jumps and finite or infinite time horizon (English)
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0.8895025849342346
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0.883431613445282
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0.875361442565918
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0.8627949357032776
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0.8466068506240845
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