On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. (Q871045): Difference between revisions

From MaRDI portal
m rollbackEdits.php mass rollback
Tag: Rollback
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.bulsci.2006.05.002 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2009382758 / rank
 
Normal rank

Revision as of 08:36, 20 March 2024

scientific article
Language Label Description Also known as
English
On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems.
scientific article

    Statements

    On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. (English)
    0 references
    0 references
    0 references
    15 March 2007
    0 references
    forward backward stochastic differential equation
    0 references
    large deviations
    0 references
    nonlinear partial differential equation
    0 references

    Identifiers