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Infinite time interval backward stochastic differential equations with continuous coefficients

Zhaojun Zong1, Feng Hu1

  • 1School of Statistics, Qufu Normal University, Qufu, 273165 China.

Springerplus
|November 1, 2016
PubMed

Keywords:
Backward stochasticComparison theoremDifferential equation (BSDE)Linear growth condition

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