A class of backward stochastic differential equations with discontinuous coefficients
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference9 articles.
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4. Elliptic and Parabolic Equations with Discontinuous Coefficients;Maugeri,2003
5. Adapted solution of a backward stochastic differential equation;Pardoux;Systems Control Lett.,1990
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