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10 - Mathematical Sciences

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Article title

Backward stochastic dynamics on a filtered probability space

Type

D - Journal article

DOI

Title of journal

ANNALS OF PROBABILITY

Article number

Volume number

Issue number

First page of article

1422

ISSN of journal

0091-1798

Year of publication

2011

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

C - Financial Mathematics

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract