Integro-partial differential equations with singular terminal condition (Q2357187): 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 07:50, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Integro-partial differential equations with singular terminal condition |
scientific article |
Statements
Integro-partial differential equations with singular terminal condition (English)
0 references
19 June 2017
0 references
integro-partial differential equations
0 references
viscosity solution
0 references
backward stochastic differential equation
0 references
singular condition
0 references