Some results on the uniqueness of generators of backward stochastic differential equations
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Publication:1876805
DOI10.1016/j.crma.2004.01.026zbMath1044.60054OpenAlexW2077188730MaRDI QIDQ1876805
Publication date: 20 August 2004
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2004.01.026
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Cites Work
- Adapted solution of a backward stochastic differential equation
- A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
- A general converse comparison theorem for backward stochastic differential equations
- A property of backward stochastic differential equations
- Backward Stochastic Differential Equations in Finance
- Ambiguity, Risk, and Asset Returns in Continuous Time