A maximum principle for general backward stochastic differential equation (Q2400066)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for general backward stochastic differential equation |
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A maximum principle for general backward stochastic differential equation (English)
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25 August 2017
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adjoint equations
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backward stochastic differential equation
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maximum principle
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variational inequality
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