Backward stochastic differential equations with non-Markovian singular terminal values (Q5384774)
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scientific article; zbMATH DE number 7073204
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| English | Backward stochastic differential equations with non-Markovian singular terminal values |
scientific article; zbMATH DE number 7073204 |
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Backward stochastic differential equations with non-Markovian singular terminal values (English)
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25 June 2019
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backward stochastic differential equations
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reaction-diffusion equations
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singularity
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non-Markovian terminal conditions
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0.8615080714225769
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0.8518394827842712
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0.8479194045066833
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0.8146604895591736
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