Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916): Difference between revisions
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Revision as of 20:35, 19 March 2024
scientific article
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English | 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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