Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic BSDEs with convex generators and unbounded terminal conditions |
scientific article |
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Quadratic BSDEs with convex generators and unbounded terminal conditions (English)
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17 June 2008
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comparison theorem
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stability result
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nonlinear Feynman-Kac formula
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