Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2963169705 / rank | |||
Normal rank |
Revision as of 20:36, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Limit behaviour of BSDE with jumps and with singular terminal condition |
scientific article |
Statements
Limit behaviour of BSDE with jumps and with singular terminal condition (English)
0 references
12 January 2017
0 references
backward stochastic differential equations
0 references
jumps
0 references
general filtration
0 references
singularity
0 references
limit behaviour
0 references