On the orthogonal component of BSDEs in a Markovian setting (Q654493)
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scientific article
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| English | On the orthogonal component of BSDEs in a Markovian setting |
scientific article |
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On the orthogonal component of BSDEs in a Markovian setting (English)
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28 December 2011
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quadratic growth
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martingale representation property
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Markov processes
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backward stochastic differential equation
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0.7801158428192139
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0.775178074836731
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0.7739257216453552
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0.7687338590621948
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0.7618687152862549
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