Well-posedness of scalar BSDEs with sub-quadratic...

Well-posedness of scalar BSDEs with sub-quadratic generators and related PDEs

Fan, Shengjun, Hu, Ying
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Volume:
131
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2020.09.001
Date:
January, 2021
File:
PDF, 1.80 MB
2021
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