Backward stochastic differential equations with singular terminal condition

DOI10.1016/j.spa.2006.05.012zbMath1116.60026OpenAlexW2136026349MaRDI QIDQ860713

Alexandre Popier

Publication date: 9 January 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.05.012

zbMATH Keywords

viscosity solutionbackward stochastic differential equationnon integrable data

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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