An adapted solution of a class of BSDE (Q3538568)
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scientific article; zbMATH DE number 5371599
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| English | An adapted solution of a class of BSDE |
scientific article; zbMATH DE number 5371599 |
Statements
24 November 2008
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backward stochastic differential equation
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exponential martingale
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Ito formula
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0.817672848701477
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0.8170046210289001
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0.8103291988372803
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0.7952900528907776
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0.7950471639633179
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