Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions
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Publication:1999911
DOI10.1016/j.spa.2018.05.009zbMath1426.60072arXiv1606.04285OpenAlexW2962716160MaRDI QIDQ1999911
Masaaki Fujii, Akihiko Takahashi
Publication date: 27 June 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.04285
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