Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792): Difference between revisions
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Revision as of 00:22, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration |
scientific article |
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Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (English)
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21 July 2021
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backward stochastic differential equation
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continuity problem
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density of hitting time
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Green's function
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singularity
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