Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
From MaRDI portal
Publication:444352
DOI10.1016/j.spa.2012.05.015zbMath1254.60066arXiv1111.5137OpenAlexW2081864922MaRDI QIDQ444352
Publication date: 14 August 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.5137
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)
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