A stability approach for solving multidimensional quadratic BSDEs
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Publication:1721997
DOI10.1214/18-EJP260zbMath1416.60060arXiv1606.08627OpenAlexW2964042010MaRDI QIDQ1721997
Adrien Richou, Jonathan Harter
Publication date: 14 February 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.08627
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)
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