A stochastic Fubini theorem: BSDE method (Q523887)

From MaRDI portal





scientific article; zbMATH DE number 6707525
Language Label Description Also known as
default for all languages
No label defined
    English
    A stochastic Fubini theorem: BSDE method
    scientific article; zbMATH DE number 6707525

      Statements

      A stochastic Fubini theorem: BSDE method (English)
      0 references
      0 references
      24 April 2017
      0 references
      stochastic Fubini theorem
      0 references
      backward stochastic differential equation
      0 references
      random jumps
      0 references

      Identifiers