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scientific article; zbMATH DE number 1559289
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scientific article; zbMATH DE number 1559289 |
Statements
12 August 2001
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backward stochastic differential equation
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Itô's formula
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non-Lipschitz condition
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convergence theorem
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stopping time
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0.8871842622756958
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0.8672405481338501
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0.867240309715271
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