Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916): Difference between revisions

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Asymptotic approach for backward stochastic differential equation with singular terminal condition
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    Asymptotic approach for backward stochastic differential equation with singular terminal condition (English)
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    18 February 2021
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    backward stochastic differential equation
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    singular terminal condition
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    asymptotic approach
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    singular generator
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