Comparison theorem for diagonally quadratic BSDEs
Author:
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis
Reference14 articles.
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4. R. Buckdahn, M. Quincampoix, A. Răşcanu.Viability property for a backward stochastic differential equation and applications to partial differential equations, Probab. Theory Related Fields, 116 (2000), 485-504.
5. C. Frei.Splitting multidimensional BSDEs and finding local equilibria, Stochastic Process. Appl., 124 (2014), 2654-2671.
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