BSDEs with polynomial growth generators.
Briand, Philippe; Carmona, René
Journal of Applied Mathematics and Stochastic Analysis (2000)
- Volume: 13, Issue: 3, page 207-238
- ISSN: 2090-3332
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topBriand, Philippe, and Carmona, René. "BSDEs with polynomial growth generators.." Journal of Applied Mathematics and Stochastic Analysis 13.3 (2000): 207-238. <http://eudml.org/doc/49058>.
@article{Briand2000,
author = {Briand, Philippe, Carmona, René},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {backward stochastic differential equation; polynomial generator; monotonicity},
language = {eng},
number = {3},
pages = {207-238},
publisher = {Hindawi Publishing Corporation, New York},
title = {BSDEs with polynomial growth generators.},
url = {http://eudml.org/doc/49058},
volume = {13},
year = {2000},
}
TY - JOUR
AU - Briand, Philippe
AU - Carmona, René
TI - BSDEs with polynomial growth generators.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2000
PB - Hindawi Publishing Corporation, New York
VL - 13
IS - 3
SP - 207
EP - 238
LA - eng
KW - backward stochastic differential equation; polynomial generator; monotonicity
UR - http://eudml.org/doc/49058
ER -
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