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dc.contributor.authorJeanblanc, Monique
dc.contributor.authorRéveillac, Anthony
HAL ID: 745074
dc.date.accessioned2013-10-22T08:10:44Z
dc.date.available2013-10-22T08:10:44Z
dc.date.issued2014
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/11906
dc.language.isoenen
dc.subjectBackward Stochastic Differential Equationsen
dc.subject.ddc519en
dc.titleA Note on BSDEs with singular driver coefficientsen
dc.typeChapitre d'ouvrage
dc.contributor.editoruniversityotherLaboratoire Analyse et Probabilités (Département de mathématiques) http://lap.maths.univ-evry.fr/ Université d'Évry-Val-d'Essonne;France
dc.description.abstractenIn this Note we study a class of BSDEs which admits a particular singularity in their driver. More precisely, we assume that the driver is not integrable and degenerates when approaching to the terminal time of the equation.en
dc.relation.ispartofseriestitlePeking University Series in Mathematics
dc.relation.ispartofseriesnumbervol 5
dc.relation.ispartoftitleArbitrage, Credit and Informational Risks
dc.relation.ispartofeditorJiao, Ying
dc.relation.ispartofeditorJeanblanc, Monique
dc.relation.ispartofeditorHillairet, Caroline
dc.relation.ispartofpublnameWorld Scientific
dc.relation.ispartofdate2014
dc.relation.ispartofpages276
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00863893en
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.ispartofisbn978-981-4602-06-8
dc.description.submittednonen
dc.identifier.doihttp://dx.doi.org/10.1142/9789814602075_0010


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