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Backward Stochastic Differential Equations in Finance
, 1997N. Karoui, S. Peng, M. Quenez
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Stochastic differential equations and diffusion processes
, 1981池田 信行, 渡辺 信三
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Stochastic Differential Equations With Markovian Switching
, 2006X. Mao, C. Yuan
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