BSDE s with a random terminal time driven by a monotone...

Stochastics and Stochastics Reports 2004 / 8 Vol. 76; Iss. 4

BSDE s with a random terminal time driven by a monotone generator and their links with PDE s

Royer, Manuela
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Volume:
76
Language:
english
Journal:
Stochastics and Stochastics Reports
DOI:
10.1080/10451120410001696270
Date:
August, 2004
File:
PDF, 328 KB
english, 2004
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