BSDEs with random default time and related zero-sum stochastic differential games
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Publication:2269672
DOI10.1016/j.crma.2009.11.009zbMath1200.60047arXiv0910.2091MaRDI QIDQ2269672
Publication date: 17 March 2010
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.2091
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
Related Items
BSDEs with polynomial growth generators in a defaultable market, Reflected BSDEs with random default time and related mixed optimal stopping-control problems
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