Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916)

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scientific article; zbMATH DE number 7312691
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    Asymptotic approach for backward stochastic differential equation with singular terminal condition
    scientific article; zbMATH DE number 7312691

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      Asymptotic approach for backward stochastic differential equation with singular terminal condition (English)
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      18 February 2021
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      backward stochastic differential equation
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      singular terminal condition
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      asymptotic approach
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      singular generator
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