Weak solutions of backward stochastic differential equations with continuous generator

Nadira Bouchemella; Paul Raynaud de Fitte

doi:10.1016/j.spa.2013.09.011

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Weak solutions of backward stochastic differential equations with continuous generator

Nadira Bouchemella Paul Raynaud de Fitte

Year: 2013 Journal: Stochastic Processes and their Applications Vol: 124 (1)Pages: 927-960 Publisher: Elsevier BV

DOI: 10.1016/j.spa.2013.09.011

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Keywords:

Mathematics Martingale (probability theory) Sublinear function Stochastic differential equation Space (punctuation) Generator (circuit theory) Mathematical analysis Pure mathematics Applied mathematics Power (physics)

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Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Mathematical Biology Tumor Growth

Physical Sciences → Mathematics → Modeling and Simulation

Stochastic processes and statistical mechanics

Physical Sciences → Mathematics → Mathematical Physics

Weak solutions of backward stochastic differential equations with continuous generator

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