MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS (Q5246030)
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scientific article; zbMATH DE number 6426903
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS |
scientific article; zbMATH DE number 6426903 |
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MULTIDIMENSIONAL BSDES WITH UNIFORMLY CONTINUOUS GENERATORS AND GENERAL TIME INTERVALS (English)
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17 April 2015
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backward stochastic differential equations
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uniformly continuous generator
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Girsanov's theorem
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convolution technique
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