Backward stochastic differential equations with time delayed generators -- results and counterexamples (Q990389): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q124840340, #quickstatements; #temporary_batch_1710970253704 |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1005.4701 / rank | |||
Normal rank |
Revision as of 19:28, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Backward stochastic differential equations with time delayed generators -- results and counterexamples |
scientific article |
Statements
Backward stochastic differential equations with time delayed generators -- results and counterexamples (English)
0 references
1 September 2010
0 references
backward stochastic differential equation
0 references
time delayed generator
0 references
contraction inequality
0 references
comparison principle
0 references
measure solution
0 references
BMO martingale
0 references