Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785)
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scientific article; zbMATH DE number 7073215
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| English | Anticipated backward SDEs with jumps and quadratic-exponential growth drivers |
scientific article; zbMATH DE number 7073215 |
Statements
Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (English)
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25 June 2019
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predictive mean-field type
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time-advanced
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quadratic growth
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future path dependent driver
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ABSDE
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0.9464879
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0.9168352
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0.9141221
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0.90657365
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0.9051664
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0.90300894
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0.90300894
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0.90276116
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0.9006855
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