A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340)
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scientific article; zbMATH DE number 7285912
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| English | A framework of BSDEs with stochastic Lipschitz coefficients |
scientific article; zbMATH DE number 7285912 |
Statements
A framework of BSDEs with stochastic Lipschitz coefficients (English)
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15 December 2020
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backward stochastic differential equations
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time-change
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stochastic Lipschitz coefficient
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random terminal time
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Markov chain
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0.8181120157241821
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0.8166397213935852
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0.8119076490402222
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0.8050085306167603
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0.8001348376274109
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