Scalar BSDEs with \(L\exp\bigg(\mu\sqrt{2\log(1+L)}\bigg)\)-integrable terminal values and general time intervals (Q7410065)
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scientific article; zbMATH DE number 8275200
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| English | Scalar BSDEs with \(L\exp\bigg(\mu\sqrt{2\log(1+L)}\bigg)\)-integrable terminal values and general time intervals |
scientific article; zbMATH DE number 8275200 |
Statements
Scalar BSDEs with \(L\exp\bigg(\mu\sqrt{2\log(1+L)}\bigg)\)-integrable terminal values and general time intervals (English)
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2026
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backward stochastic differential equations
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infinite time horizon
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Girsanov's theorem
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Bayes' rule
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