Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (Q2176177)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting |
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Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (English)
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4 May 2020
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backward stochastic differential equations
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functional stochastic calculus
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singularity
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