Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions
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Publication:6152039
DOI10.1016/j.spl.2023.109961arXiv2111.06125OpenAlexW4388106118MaRDI QIDQ6152039
Guangshuo Zhou, Sheng-Jun Fan, Fengjiao du
Publication date: 12 February 2024
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.06125
backward stochastic differential equationquadratic growthstochastic growthinvariant representationgeneral time interval
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