Backward stochastic differential equation with local time (Q4242647)

From MaRDI portal
scientific article; zbMATH DE number 1286111
Language Label Description Also known as
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
    0 references
    0 references
    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

    Identifiers