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Invariant Representation for Generators of General Time Interval Quadratic BSDEs under Stochastic Growth Conditions

Guangshuo Zhou, Fengjiao Du,Shengjun Fan

Statistics & Probability Letters(2024)

引用 0|浏览3
关键词
Backward stochastic differential equation,Quadratic growth,Invariant representation,General time interval,Stochastic growth
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