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On backward stochastic differential equations driven by a family of It^os processes

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 نشر من قبل El Hassan Essaky
 تاريخ النشر 2015
  مجال البحث
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We propose to study a new type of Backward stochastic differential equations driven by a family of It^os processes. We prove existence and uniqueness of the solution, and investigate stability and comparison theorem.



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