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- W2912444038 abstract "We prove the existence of a weak solution to a backward stochastic differential equation (BSDE) in a finite-dimensional space, where f(t,x,y,z) is affine with respect to z, and satisfies a sublinear growth condition and a continuity condition. This solution takes the form of a triplet (Y,Z,L) of processes defined on an extended probability space and satisfying where L is a martingale with possible jumps which is orthogonal to W. The solution is constructed on an extended probability space, using Young measures on the space of trajectories. One component of this space is the Skorokhod space D endowed with the topology S of Jakubowski." @default.
- W2912444038 created "2019-02-21" @default.
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- W2912444038 date "1928-05-01" @default.
- W2912444038 modified "2023-09-30" @default.
- W2912444038 title "Colloid symposium monograph" @default.
- W2912444038 doi "https://doi.org/10.1016/s0016-0032(28)91014-5" @default.
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