One-dimensional BSDEs with finite and infinite time horizons (Q550145): Difference between revisions
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / zbMATH DE Number: 5918968 / rank | |||
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backward stochastic differential equation | |||
Property / zbMATH Keywords: backward stochastic differential equation / rank | |||
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comparison theorem | |||
Property / zbMATH Keywords: comparison theorem / rank | |||
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existence and uniqueness | |||
Property / zbMATH Keywords: existence and uniqueness / rank | |||
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uniformly continuous generator | |||
Property / zbMATH Keywords: uniformly continuous generator / rank | |||
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monotonic generator | |||
Property / zbMATH Keywords: monotonic generator / rank | |||
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Revision as of 12:26, 1 July 2023
scientific article
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English | One-dimensional BSDEs with finite and infinite time horizons |
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One-dimensional BSDEs with finite and infinite time horizons (English)
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8 July 2011
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backward stochastic differential equation
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comparison theorem
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existence and uniqueness
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uniformly continuous generator
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monotonic generator
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