A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488): 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 19:44, 5 March 2024
scientific article; zbMATH DE number 7534660
Language | Label | Description | Also known as |
---|---|---|---|
English | A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management |
scientific article; zbMATH DE number 7534660 |
Statements
A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (English)
0 references
31 May 2022
0 references
non-Lipschitz BSDEs
0 references
Jacobian flow
0 references
Malliavin calculus
0 references
dual control problem
0 references