Regularity of BSDEs with a convex constraint on the gains-process
METADATA ONLY
Loading...
Author / Producer
Date
2018-08
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
24 (3)
Pages / Article No.
1613 - 1635
Publisher
International Statistical Institute
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
backward stochastic differential equation with a constraint; regularity; stability
Organisational unit
Notes
Funding
152555 - Electron transport through quantum dots (SNF)