Backward stochastic differential equation with local time (Q4242647)
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scientific article; zbMATH DE number 1286111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equation with local time |
scientific article; zbMATH DE number 1286111 |
Statements
Backward stochastic differential equation with local time (English)
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31 January 2000
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backward stochastic differential equation
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local time
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existence and uniqueness of solutions
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quadratic growth coefficient
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