Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of anticipated BSDEs driven by time-changing Lévy noises |
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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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