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

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