Backward stochastic differential equations with continuous coefficient (Q1380556): Difference between revisions

@@ Property / author @@
-Jean-Pierre Lepeltier
@@ Property / author: Jean-Pierre Lepeltier / rank @@
-Normal rank
@@ Property / author @@
-Jaime San Martín
@@ Property / author: Jaime San Martín / rank @@
-Normal rank
@@ Property / author @@
+Jean-Pierre Lepeltier
@@ Property / author: Jean-Pierre Lepeltier / rank @@
+Normal rank
@@ Property / author @@
+Jaime San Martín
@@ Property / author: Jaime San Martín / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+One-dimensional stochastic differential equations involving a singular increasing process
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@@ Property / cites work @@
+Backwards SDE with random terminal time and applications to semilinear elliptic PDE
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
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@@ Property / cites work @@
+Backward stochastic differential equations: The locally Lipschitz case
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@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-7152(96)00103-4
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@@ Property / OpenAlex ID @@
+W2070504031
@@ Property / OpenAlex ID: W2070504031 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1380556