BSDE driven by a simple Lévy process with continuous coefficient
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Publication:945456
DOI10.1016/j.spl.2007.11.021zbMath1146.60045OpenAlexW2037627683MaRDI QIDQ945456
Publication date: 12 September 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.11.021
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
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Cites Work
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