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1
Decoupling on the Wiener space and variational estimates for BSDEs
Published 2015JYX julkaisuarkisto / JYX Digital Archive
Linkki verkkoaineistoon
Doctoral dissertation -
2
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3
Application of the stochastic formalism for spectator scalars during inflation
Published 2023Get full text Get full textMaster's thesis -
4
Markov chain backward stochastic differential equations in modeling insurance policy
Published 2022Get full text Get full textMaster's thesis -
5
Backward stochastic differential equations in dynamics of life insurance solvency risk
Published 2022Get full text Get full textMaster's thesis -
6
On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations
Published 2020Get full text Get full textMaster's thesis -
7
Itô’s formula for finite variation Lévy processes
Published 2023Get full text Get full textMaster's thesis