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A new approach to BSDE

Abstract:
Key words: Backward stochastic differential equation, semimartingale, comparison theorem, ordinary functional differential equation, stochastic differential equation, local condition, homogeneous property, K-Lipschitz condition

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Publication date:
2011-06-24
URN:
uuid:a7bf49b0-8142-4437-b8df-fc36567b61ec
Local pid:
oai:eprints.maths.ox.ac.uk:1375

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