A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:58, 5 March 2024
scientific article; zbMATH DE number 7285912
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A framework of BSDEs with stochastic Lipschitz coefficients |
scientific article; zbMATH DE number 7285912 |
Statements
A framework of BSDEs with stochastic Lipschitz coefficients (English)
0 references
15 December 2020
0 references
backward stochastic differential equations
0 references
time-change
0 references
stochastic Lipschitz coefficient
0 references
random terminal time
0 references
Markov chain
0 references
