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Multidimensional quadratic BSDEs with separated generators - MaRDI portal

Multidimensional quadratic BSDEs with separated generators (Q2411781)

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Multidimensional quadratic BSDEs with separated generators
scientific article

    Statements

    title
    Multidimensional quadratic BSDEs with separated generators (English)
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    author
    Asgar Jamneshan
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    Michael Kupper
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    Peng Luo
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    publication date
    25 October 2017
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    zbMATH Keywords
    multidimensional quadratic BSDEs
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    BMO martingales
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    Identifiers

    DOI
    10.1214/17-ECP87
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    zbMATH DE Number
    6797811
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    arXiv ID
    1501.00461
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    OpenAlex ID
    W2964227566
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