On the orthogonal component of BSDEs in a Markovian setting
Date
2012Link to item file
http://hal.archives-ouvertes.fr/hal-00635484/fr/Dewey
Probabilités et mathématiques appliquéesSujet
Quadratic growth BSDEs; Martingale representation property; Markov processesJournal issue
Statistics & Probability LettersVolume
82Number
1Publication date
2012Article pages
151-157Publisher
ElsevierCollections
Metadata
Show full item recordAuthor
Réveillac, Anthony