A simple constructive approach to quadratic BSDEs with or without delay
Year of publication: |
2013
|
---|---|
Authors: | Briand, Philippe ; Elie, Romuald |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 8, p. 2921-2939
|
Publisher: |
Elsevier |
Subject: | Quadratic BSDE | Delay | BMO martingales | Malliavin calculus |
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