๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Existence, uniqueness and comparisons for BSDEs in general spaces

โœ Scribed by Cohen, Samuel N.; Elliott, Robert J.

Book ID
125480554
Publisher
Institute of Mathematical Statistics
Year
2012
Tongue
English
Weight
270 KB
Volume
40
Category
Article
ISSN
0091-1798

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

General existence results for reflected
General existence results for reflected BSDE and BSDE
โœ E.H. Essaky; M. Hassani ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ French โš– 220 KB

In this paper, we are concerned with the problem of existence of solutions for generalized reflected backward stochastic differential equations (GRBSDEs for short) and generalized backward stochastic differential equations (GBSDEs for short) when the generator f ds + g dA s is continuous with genera

Contemporary Quantitative Finance || Exi
Contemporary Quantitative Finance || Existence and Non-uniqueness of Solutions for BSDE
โœ Chiarella, Carl; Novikov, Alexander ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Springer Berlin Heidelberg ๐ŸŒ German โš– 295 KB

This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have been written by a number of his colleagues and co-authors. All papers have been - viewed and presented as keynote talks at the internationa