A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488): Difference between revisions

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Latest revision as of 04:35, 29 July 2024

scientific article; zbMATH DE number 7534660
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English
A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management
scientific article; zbMATH DE number 7534660

    Statements

    A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (English)
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    31 May 2022
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    non-Lipschitz BSDEs
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    Jacobian flow
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    Malliavin calculus
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    dual control problem
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