Adapted solution of a backward stochastic differential equation (Q584199)
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scientific article; zbMATH DE number 4133958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adapted solution of a backward stochastic differential equation |
scientific article; zbMATH DE number 4133958 |
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Adapted solution of a backward stochastic differential equation (English)
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1990
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backward stochastic differential equation
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adapted pair of processes
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adjoint process
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