Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting
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Publication:2176177
DOI10.1186/s41546-020-0043-5zbMath1462.60078arXiv1903.03464OpenAlexW3030574927MaRDI QIDQ2176177
Dmytro Marushkevych, Alexandre Popier
Publication date: 4 May 2020
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.03464
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Cites Work
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