Existence and stability of measure solutions for BSDE with generators of quadratic growth (Q4925768)
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scientific article; zbMATH DE number 6174835
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| English | Existence and stability of measure solutions for BSDE with generators of quadratic growth |
scientific article; zbMATH DE number 6174835 |
Statements
12 June 2013
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backward stochastic differential equation
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generator of quadratic growth
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measure solution
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risk neutral measure
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0.900029718875885
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0.8665229082107544
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0.8229276537895203
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0.8190298080444336
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