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Marrakech Maroc
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Journal of Applied Mathematics and Stochastic Analysis, 16:1 (2003), 1-17. Printed in the USA c©2003 by North Atlantic Science Publishing Company BSDE ASSOCIATED WITH LÉVY PROCESS...
by
K. Bahlali
,
M. Eddahbi
,
Universite ́ Cadi Ayyad
,
Marrakech
Maroc
,
E. Essaky
Published 2002
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Related Subjects
Clark-Ocone Formula
Lévy Processes
Partial Differential Integral Equations
Teugel’s Mar- tingales
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