Generalized BSDE for Lévy processes under stochastic monotone conditions (Q971468)
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scientific article; zbMATH DE number 5707663
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| English | Generalized BSDE for Lévy processes under stochastic monotone conditions |
scientific article; zbMATH DE number 5707663 |
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Generalized BSDE for Lévy processes under stochastic monotone conditions (English)
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14 May 2010
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generalized backward stochastic differential equation
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Lévy process
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Teugels martingales
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stochastic monotone
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existence and uniqueness
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0.9454758
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0.93070763
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0.92836285
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0.92029536
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0.9200558
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0.9153991
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0.91259605
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