One-dimensional BSDEs with finite and infinite time horizons (Q550145): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 5918968 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
backward stochastic differential equation | |||
Property / zbMATH Keywords: backward stochastic differential equation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
comparison theorem | |||
Property / zbMATH Keywords: comparison theorem / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
existence and uniqueness | |||
Property / zbMATH Keywords: existence and uniqueness / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
uniformly continuous generator | |||
Property / zbMATH Keywords: uniformly continuous generator / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
monotonic generator | |||
Property / zbMATH Keywords: monotonic generator / rank | |||
Normal rank |
Revision as of 13:26, 1 July 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | One-dimensional BSDEs with finite and infinite time horizons |
scientific article |
Statements
One-dimensional BSDEs with finite and infinite time horizons (English)
0 references
8 July 2011
0 references
backward stochastic differential equation
0 references
comparison theorem
0 references
existence and uniqueness
0 references
uniformly continuous generator
0 references
monotonic generator
0 references