Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spa.2020.12.004 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2020.12.004 / rank | |||
Normal rank | |||
Latest revision as of 17:10, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic approach for backward stochastic differential equation with singular terminal condition |
scientific article |
Statements
Asymptotic approach for backward stochastic differential equation with singular terminal condition (English)
0 references
18 February 2021
0 references
backward stochastic differential equation
0 references
singular terminal condition
0 references
asymptotic approach
0 references
singular generator
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
