Backward stochastic differential equation with local time
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Publication:4242647
DOI10.1080/17442509908834188zbMath0930.60044WikidataQ115295024 ScholiaQ115295024MaRDI QIDQ4242647
Azzouz Dermoune, Said Hamadène, Youssef Ouknine
Publication date: 31 January 2000
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509908834188
local time; backward stochastic differential equation; existence and uniqueness of solutions; quadratic growth coefficient
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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