Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 11:48, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales |
scientific article |
Statements
Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (English)
0 references
3 June 2022
0 references
backward stochastic differential equation
0 references
RCLL martingale
0 references
comparison theorem
0 references