On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. (Q871045): Difference between revisions
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Revision as of 14:25, 19 March 2024
scientific article
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| English | On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. |
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On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. (English)
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15 March 2007
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forward backward stochastic differential equation
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large deviations
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nonlinear partial differential equation
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