A simple constructive approach to quadratic BSDEs with or without delay
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Publication:2447694
DOI10.1016/j.spa.2013.02.013zbMath1294.60092MaRDI QIDQ2447694
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2013.02.013
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H07: Stochastic calculus of variations and the Malliavin calculus
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