A general comparison theorem for backward stochastic differential equations
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Publication:3059700
DOI10.1239/aap/1282924067zbMath1221.60079OpenAlexW2033525904MaRDI QIDQ3059700
Robert J. Elliott, Samuel N. Cohen, Charles E. M. Pearce
Publication date: 26 November 2010
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1282924067
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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