Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (Q311996)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator |
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Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (English)
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13 September 2016
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backward stochastic differential equations
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jump-diffusion processes
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Brownian motion
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mathematical finance
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