Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547)
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scientific article; zbMATH DE number 6656994
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| English | Applications of anticipated BSDEs driven by time-changing Lévy noises |
scientific article; zbMATH DE number 6656994 |
Statements
Applications of anticipated BSDEs driven by time-changing Lévy noises (English)
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28 November 2016
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anticipated backward stochastic differential equations
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Lévy noise
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comparison theorem
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quasilinear PDE
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nonlinear Feynman-Kac formula
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0.97406304
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0.92158186
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0.91554964
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0.9143636
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0.9026776
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0.8992509
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0.8987852
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0.8981902
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