The comparison theorem of FBSDE (Q1962156)
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scientific article; zbMATH DE number 1395113
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The comparison theorem of FBSDE |
scientific article; zbMATH DE number 1395113 |
Statements
The comparison theorem of FBSDE (English)
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5 July 2000
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backward stochastic differential equations
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forward-backward stochastic differential equations
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comparison theorem
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