Anticipated backward SDEs with jumps and quadratic-exponential growth drivers
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Publication:5384785
DOI10.1142/S0219493719500205zbMath1415.39013arXiv1705.02440OpenAlexW2888460508WikidataQ115523090 ScholiaQ115523090MaRDI QIDQ5384785
Akihiko Takahashi, Masaaki Fujii
Publication date: 25 June 2019
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.02440
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic difference equations (39A50)
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