Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach |
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Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (English)
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2 November 2021
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backward stochastic differential equation
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path differentiability
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functional derivative
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coefficients of superlinear growth
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utility maximization
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