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Lp solutions of multidimensional BSDEs with weak monotonicity and general growth generators
16 references·0 citing·23 second hop
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this work references cited by second hop

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  • 1998

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The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
169 cited
  • 2008Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem149 cited
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