Generalized anticipated backward stochastic differential equations driven by Brownian motion and continuous increasing process (Q5084745)

From MaRDI portal
scientific article; zbMATH DE number 7549491
Language Label Description Also known as
English
Generalized anticipated backward stochastic differential equations driven by Brownian motion and continuous increasing process
scientific article; zbMATH DE number 7549491

    Statements

    Generalized anticipated backward stochastic differential equations driven by Brownian motion and continuous increasing process (English)
    0 references
    0 references
    0 references
    0 references
    28 June 2022
    0 references
    0 references
    comparison theorem
    0 references
    duality
    0 references
    GABSDEs
    0 references
    increasing process
    0 references
    0 references