Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations (Q2906156)
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scientific article; zbMATH DE number 6073425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 6073425 |
Statements
Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations (English)
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29 August 2012
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backward SDE
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Dirichlet form
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Hunt process
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martingale
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natural filtration
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non-linear equations
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