Markovian forward-backward stochastic differential equations and stochastic flows (Q360694)
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scientific article; zbMATH DE number 6202158
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| English | Markovian forward-backward stochastic differential equations and stochastic flows |
scientific article; zbMATH DE number 6202158 |
Statements
Markovian forward-backward stochastic differential equations and stochastic flows (English)
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27 August 2013
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Markovian forward-backward stochastic differential equations
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stochasticflows
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martingale representation
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special semimartingale
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convex risk measures
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0.8162976503372192
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0.8128620386123657
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0.8077983260154724
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0.778954267501831
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0.7746334075927734
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