Generalized BSDE for Lévy processes under stochastic monotone conditions (Q971468)
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English | Generalized BSDE for Lévy processes under stochastic monotone conditions |
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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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