Backward stochastic viability and related properties on \(Z\) for BSDEs with applications (Q2439873)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic viability and related properties on \(Z\) for BSDEs with applications |
scientific article |
Statements
Backward stochastic viability and related properties on \(Z\) for BSDEs with applications (English)
0 references
18 March 2014
0 references
backward stochastic differential equations
0 references
backward stochastic viability property
0 references
Malliavin calculus
0 references
portfolio choice
0 references
0 references
0 references
