Existence and uniqueness for BSDE with stopping time
Existence and uniqueness for BSDE with stopping time作者机构:Department of Mathematics Shandong University Jinan China
出 版 物:《Chinese Science Bulletin》 (科学通报(英文版))
年 卷 期:1998年第43卷第2期
页 面:96-99页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
主 题:BSDE stopping time adapted solution.
摘 要:The existence and uniqueness of the solutions for a class of backward stochastic differential equations (BSDEs for short) in a random interval are discussed.