Reflected Backward Stochastic Differential Equation with Rank-Based Data
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s10959-020-01026-9.pdf
Reference31 articles.
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2. Banner, A.D., Ghomrasni, R.: Local times of ranked continuous semimartingales. Stoch. Process Appl. 118, 1244–1253 (2008)
3. Bass, R.F., Pardoux, E.: Uniqueness for diffusions with piecewise constant coefficients. Probab. Theory Relat. Fields 76, 557–572 (1987)
4. Chen, Z., Epstein, L.: Ambiguity, risk, and asset returns in continuous time. Econometrica 70, 1403–1443 (2002)
5. Chen, Z.-Q., Feng, X.: Backward stochastic differential equations with rank-based data. Sci. China Math. 61, 27–56 (2018)
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
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