A stability theorem for solutions to backward stochastic differential equations
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Publication:2455168
zbMath1130.60075MaRDI QIDQ2455168
Publication date: 22 October 2007
Published in: Doklady Mathematics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)