Martingale driven BSDEs, PDEs and other related deterministic problems (Q1994914)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale driven BSDEs, PDEs and other related deterministic problems |
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Martingale driven BSDEs, PDEs and other related deterministic problems (English)
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18 February 2021
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decoupled mild solutions
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martingale problem
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càdlàg martingale
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pseudo-PDE
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Markov processes
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backward stochastic differential equation
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