A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488)
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scientific article; zbMATH DE number 7534660
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| English | A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management |
scientific article; zbMATH DE number 7534660 |
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A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (English)
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31 May 2022
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non-Lipschitz BSDEs
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Jacobian flow
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Malliavin calculus
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dual control problem
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