Backward stochastic differential equations with Azéma's martingale (Q3148775)
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scientific article; zbMATH DE number 1804035
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| English | Backward stochastic differential equations with Azéma's martingale |
scientific article; zbMATH DE number 1804035 |
Statements
Backward stochastic differential equations with Azéma's martingale (English)
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2 June 2003
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Azéma's martingale
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backward stochastic differential equation
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Feynman-Kac formula
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viscosity solution
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Brownian motion
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0.8201823
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0.80886215
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0.80666655
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