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Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion

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Affiliation of Author(s):中泰证券金融研究院

Journal:Stochastic Processes and their Applications

All the Authors:pengshige,Shaolin Ji

First Author:humingshang

Indexed by:Unit Twenty Basic Research

Document Code:lw-165348

Translation or Not:no

Date of Publication:2014-02-01

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