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

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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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