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scientific article; zbMATH DE number 2145708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2145708 |
Statements
14 March 2005
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backward stochastic differential equation (BSDE) with jumps
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Girsanov theorem
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Itô's formula
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Gronwall's inequality
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