Quadratic BSDEs with convex generators and unbounded terminal conditions
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Publication:929376
DOI10.1007/s00440-007-0093-yzbMath1141.60037arXivmath/0703423MaRDI QIDQ929376
Publication date: 17 June 2008
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0703423
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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