Publication:4892168
From MaRDI portal
zbMath0856.60046MaRDI QIDQ4892168
Publication date: 30 October 1996
Full work available at URL: http://www.numdam.org/item?id=SPS_1996__30__344_0
Related Items
Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs, Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs, Splitting multidimensional BSDEs and finding local equilibria, BSDEs in utility maximization with BMO market price of risk, New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations, Harmonic analysis of stochastic equations and backward stochastic differential equations, A stability approach for solving multidimensional quadratic BSDEs, Obliquely reflected backward stochastic differential equations