Solvability of some quadratic BSDEs without exponential moments (Q2376627): Difference between revisions
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Latest revision as of 06:58, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvability of some quadratic BSDEs without exponential moments |
scientific article |
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Solvability of some quadratic BSDEs without exponential moments (English)
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24 June 2013
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quadratic backward stochastic differential equations
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square integrable terminal condition
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exponential moments
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Itō's formula
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