Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales
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Publication:2671650
DOI10.3934/puqr.2021016zbMath1487.60116OpenAlexW4206166593MaRDI QIDQ2671650
Publication date: 3 June 2022
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/puqr.2021016
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30) Credit risk (91G40)
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