Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483)
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scientific article; zbMATH DE number 1995517
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| English | Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration |
scientific article; zbMATH DE number 1995517 |
Statements
Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (English)
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22 October 2003
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stochastic differential equations
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stopping time
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random measure
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Poisson process
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comparison theorem
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0.8484491109848022
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0.8428968191146851
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0.8399456143379211
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0.8153532147407532
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