Backward stochastic differential equation with local time (Q4242647)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1286111
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Backward stochastic differential equation with local time |
scientific article; zbMATH DE number 1286111 |
Statements
Backward stochastic differential equation with local time (English)
0 references
31 January 2000
0 references
backward stochastic differential equation
0 references
local time
0 references
existence and uniqueness of solutions
0 references
quadratic growth coefficient
0 references
0.8512040376663208
0 references
0.8424565196037292
0 references
0.8296857476234436
0 references
0.819944441318512
0 references
