A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340)
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scientific article; zbMATH DE number 7285912
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A framework of BSDEs with stochastic Lipschitz coefficients |
scientific article; zbMATH DE number 7285912 |
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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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