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BSE's, BSDE's and fixed-point problems - MaRDI portal

BSE's, BSDE's and fixed-point problems (Q682248)

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BSE's, BSDE's and fixed-point problems
scientific article

    Statements

    title
    BSE's, BSDE's and fixed-point problems (English)
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    author
    Patrick Cheridito
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    Kihun Nam
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    publication date
    14 February 2018
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    zbMATH Keywords
    backward stochastic equation
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    backward stochastic differential equation
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    path-dependent coefficients
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    anticipating equations
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    McKean-Vlasov-type equations
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    coefficients of superlinear growth
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    Identifiers

    DOI
    10.1214/16-AOP1149
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    zbMATH DE Number
    6838107
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    arXiv ID
    1410.1247
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    OpenAlex ID
    W2606675745
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