On the orthogonal component of BSDEs in a Markovian setting (Q654493): Difference between revisions
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Revision as of 15:45, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the orthogonal component of BSDEs in a Markovian setting |
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On the orthogonal component of BSDEs in a Markovian setting (English)
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28 December 2011
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quadratic growth
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martingale representation property
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Markov processes
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backward stochastic differential equation
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