On existence and uniqueness of solutions to uncertain backward stochastic differential equations
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Publication:462275
DOI10.1007/s11766-014-3048-yzbMath1313.60099arXiv1401.7403OpenAlexW2139787494MaRDI QIDQ462275
Publication date: 3 November 2014
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.7403
existence and uniquenesscanonical processLipschitzian conditionmartingale representation theoremuncertain backward stochastic differential equations
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