A type of globally solvable BSDEs with triangularly quadratic generators
From MaRDI portal
Publication:2201488
DOI10.1214/20-EJP504zbMath1480.60166arXiv1904.11531MaRDI QIDQ2201488
Publication date: 29 September 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.11531
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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