JOURNAL ARTICLE

Weak solutions of backward stochastic differential equations with continuous generator

Nadira BouchemellaPaul Raynaud de Fitte

Year: 2013 Journal:   Stochastic Processes and their Applications Vol: 124 (1)Pages: 927-960   Publisher: Elsevier BV
Keywords:
Mathematics Martingale (probability theory) Sublinear function Stochastic differential equation Space (punctuation) Generator (circuit theory) Mathematical analysis Pure mathematics Applied mathematics Power (physics)

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FWCI (Field Weighted Citation Impact)
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0.17
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Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Mathematical Biology Tumor Growth
Physical Sciences →  Mathematics →  Modeling and Simulation
Stochastic processes and statistical mechanics
Physical Sciences →  Mathematics →  Mathematical Physics

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