A new approach to BSDE
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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| Format: | Thesis |
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oxford university;mathematical institute
2011
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| Summary: | 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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