Second order backward SDE with random terminal time (Q2201514)
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scientific article; zbMATH DE number 7252731
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Second order backward SDE with random terminal time |
scientific article; zbMATH DE number 7252731 |
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Second order backward SDE with random terminal time (English)
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29 September 2020
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backward SDE
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second order backward SDE
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quasi-sure stochastic analysis
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random horizon
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0.91121507
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0.9067111
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0.90332246
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0.8994718
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0.8983968
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0.89246285
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