Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:29, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic approach for backward stochastic differential equation with singular terminal condition |
scientific article |
Statements
Asymptotic approach for backward stochastic differential equation with singular terminal condition (English)
0 references
18 February 2021
0 references
backward stochastic differential equation
0 references
singular terminal condition
0 references
asymptotic approach
0 references
singular generator
0 references