Splitting multidimensional BSDEs and finding local equilibria (Q402721): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B52
@@ Property / Mathematics Subject Classification ID: 91B52 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6335313
@@ Property / zbMATH DE Number: 6335313 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+backward stochastic differential equations
@@ Property / zbMATH Keywords: backward stochastic differential equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quadratic generator
@@ Property / zbMATH Keywords: quadratic generator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+splitting
@@ Property / zbMATH Keywords: splitting / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+relative performance
@@ Property / zbMATH Keywords: relative performance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local equilibrium
@@ Property / zbMATH Keywords: local equilibrium / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal investment
@@ Property / zbMATH Keywords: optimal investment / rank @@
+Normal rank

Revision as of 16:44, 29 June 2023