Existence and uniqueness for BSDE with stopping time (Q5955846)
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scientific article; zbMATH DE number 1706964
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| English | Existence and uniqueness for BSDE with stopping time |
scientific article; zbMATH DE number 1706964 |
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Existence and uniqueness for BSDE with stopping time (English)
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18 February 2002
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The author discusses existence and uniqueness of a solution for a backward stochastic differential equation with random time horizon.
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backward stochastic differential equation
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stopping time
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adapted solution
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0.95001686
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0.92734545
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0.92055583
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0.91997546
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0.9188365
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0.9185543
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0.91376925
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0.9122481
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