Geometric BSDEs

MaRDI QIDQ6728833arXivFDO

Authors Roger J. A. Laevent, Emanuela Rosazza Gianin, Marco Zullino

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Decision theory (91B06)

arXiv classification

math.PR

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