One-dimensional BSDEs with finite and infinite time horizons (Q550145)
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scientific article; zbMATH DE number 5918968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One-dimensional BSDEs with finite and infinite time horizons |
scientific article; zbMATH DE number 5918968 |
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One-dimensional BSDEs with finite and infinite time horizons (English)
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8 July 2011
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backward stochastic differential equation
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comparison theorem
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existence and uniqueness
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uniformly continuous generator
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monotonic generator
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