Backward stochastic differential equations driven by càdlàg martingales
Author(s) -
Рафаелла Карбоне,
Raffaella Carbone,
Benedetta Ferrario,
Marina Santacroce
Publication year - 2007
Publication title -
теория вероятностей и ее применения
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp181
Subject(s) - stochastic differential equation , mathematics , mathematical economics
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