A general non-existence result for linear BSDEs driven by Gaussian processes (Q516011)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A general non-existence result for linear BSDEs driven by Gaussian processes
scientific article

    Statements

    A general non-existence result for linear BSDEs driven by Gaussian processes (English)
    0 references
    0 references
    0 references
    20 March 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    BSDEs
    0 references
    Gaussian processes
    0 references
    Skorokhod integration
    0 references
    0 references
    0 references