Regularity of BSDEs with a convex constraint on the gains-process (Q1697025)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Regularity of BSDEs with a convex constraint on the gains-process
scientific article

    Statements

    Regularity of BSDEs with a convex constraint on the gains-process (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    15 February 2018
    0 references
    0 references
    backward stochastic differential equation with a constraint
    0 references
    regularity
    0 references
    stability
    0 references
    0 references
    0 references