Some existence results for advanced backward stochastic differential equations with a jump time (Q4606386): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1051/proc/201756088 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2590080906 / rank | |||
Normal rank |
Revision as of 20:39, 19 March 2024
scientific article; zbMATH DE number 6847883
Language | Label | Description | Also known as |
---|---|---|---|
English | Some existence results for advanced backward stochastic differential equations with a jump time |
scientific article; zbMATH DE number 6847883 |
Statements
Some existence results for advanced backward stochastic differential equations with a jump time (English)
0 references
7 March 2018
0 references
backward stochastic differential equations
0 references
Brownian motion
0 references
single jump process
0 references
Brownian filtration
0 references