Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach |
scientific article |
Statements
Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (English)
0 references
2 November 2021
0 references
backward stochastic differential equation
0 references
path differentiability
0 references
functional derivative
0 references
coefficients of superlinear growth
0 references
utility maximization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8239367604255676
0 references
0.8205603957176208
0 references
0.8119184970855713
0 references
0.8104610443115234
0 references
