Backward stochastic differential equations with a convex generator

DOI10.1515/GMJ-2012-0003zbMath1250.60021OpenAlexW2327090770MaRDI QIDQ2882539

Besik Chikvinidze

Publication date: 7 May 2012

Published in: Georgian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/gmj-2012-0003

zbMATH Keywords

backward stochastic differential equationsemimartingalevalue process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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