Backward stochastic differential equations with non-Markovian singular terminal values (Q5384774)
From MaRDI portal
scientific article; zbMATH DE number 7073204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with non-Markovian singular terminal values |
scientific article; zbMATH DE number 7073204 |
Statements
Backward stochastic differential equations with non-Markovian singular terminal values (English)
0 references
25 June 2019
0 references
backward stochastic differential equations
0 references
reaction-diffusion equations
0 references
singularity
0 references
non-Markovian terminal conditions
0 references
0 references
0 references
0 references
