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Backward stochastic differential equation
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Converse comparison theorem
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Finite or infinite time intervals
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Representation theorem
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Fan, ShengJun
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A representation theorem for generators of BSDEs with
finite
or
infinite
time
intervals
and linear-growth generators
Zhang, HengMin
;
Fan, ShengJun
- In:
Statistics & Probability Letters
83
(
2013
)
3
,
pp. 724-734
stochastic differential equations with
finite
or
infinite
time
intervals
and linear-growth generators, a representation theorem …
Persistent link: https://www.econbiz.de/10010616881
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