Solvability of some quadratic BSDEs without exponential moments (Q2376627)
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scientific article; zbMATH DE number 6179917
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Solvability of some quadratic BSDEs without exponential moments |
scientific article; zbMATH DE number 6179917 |
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Solvability of some quadratic BSDEs without exponential moments (English)
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24 June 2013
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quadratic backward stochastic differential equations
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square integrable terminal condition
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exponential moments
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Itō's formula
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0.8793740272521973
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0.8738000392913818
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0.8630955219268799
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0.8607749342918396
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0.8551153540611267
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