Backward Stochastic Differential Equations Driven By Càdlàg Martingales
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Publication:3521343
DOI10.1137/S0040585X97983055zbMath1152.60050OpenAlexW2088778665MaRDI QIDQ3521343
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Publication date: 21 August 2008
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97983055
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)
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