29 research outputs found

    A note on comonotonicity and positivity of the control components of decoupled quadratic FBSDE

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    In this small note we are concerned with the solution of Forward-Backward Stochastic Differential Equations (FBSDE) with drivers that grow quadratically in the control component (quadratic growth FBSDE or qgFBSDE). The main theorem is a comparison result that allows comparing componentwise the signs of the control processes of two different qgFBSDE. As a byproduct one obtains conditions that allow establishing the positivity of the control process.Comment: accepted for publicatio

    Underlying Event measurements in pp collisions at s=0.9 \sqrt {s} = 0.9 and 7 TeV with the ALICE experiment at the LHC

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