One dimensional BSDEs with critical integrable terminal values and infinite time horizon (Q6569407)
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scientific article; zbMATH DE number 7878490
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| English | One dimensional BSDEs with critical integrable terminal values and infinite time horizon |
scientific article; zbMATH DE number 7878490 |
Statements
One dimensional BSDEs with critical integrable terminal values and infinite time horizon (English)
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9 July 2024
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backward stochastic differential equations
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infinite time horizon
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Girsanov's theorem
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0.8779879808425903
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0.8362587094306946
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0.833170473575592
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0.829615592956543
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0.8210043907165527
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