Integro-partial differential equations with singular terminal condition
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Analysis
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1. Continuity problem for BSDE and IPDE with singular terminal condition;Journal of Mathematical Analysis and Applications;2025-03
2. Solutions of Nonlinear Integro-Partial Differential Equations by the Method of G ′ / G , 1 / G ;Advances in Mathematical Physics;2022-08-31
3. Continuity problem for singular BSDE with random terminal time;Latin American Journal of Probability and Mathematical Statistics;2022
4. Continuous Viscosity Solutions to Linear-Quadratic Stochastic Control Problems with Singular Terminal State Constraint;Applied Mathematics & Optimization;2020-04-02
5. Backward stochastic differential equations with non-Markovian singular terminal values;Stochastics and Dynamics;2019-03-27
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