Comparison theorems for BSDEs with non-Lipschitz coefficients (Q3409650)
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scientific article; zbMATH DE number 5074070
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| default for all languages | No label defined |
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| English | Comparison theorems for BSDEs with non-Lipschitz coefficients |
scientific article; zbMATH DE number 5074070 |
Statements
20 November 2006
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Itô formula
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Tanaka-Meyer formula
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0.8762481808662415
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0.8716241717338562
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0.8666403889656067
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0.8559587001800537
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0.8543316721916199
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