Linear backward stochastic differential equations with Gaussian Volterra processes (Q2240074)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear backward stochastic differential equations with Gaussian Volterra processes |
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Linear backward stochastic differential equations with Gaussian Volterra processes (English)
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5 November 2021
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backward stochastic differential equation
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Itô formula
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Malliavin calculus
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partial differential equation
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Gaussian Volterra process
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