Showing 1 - 1 of 1
In this paper, we are concerned with backward stochastic differential equations (BSDE for short) of the following type: where q is a positive constant and [xi] is a random variable such that . We study the link between these BSDE and the associated Cauchy problem with terminal data g, where...
Persistent link: https://www.econbiz.de/10008873819