Backward Stochastic Differential Equations with No Driving Martingale and Pseudo-PDEs

Authors

Adrien Barrasso, Université d’Évry Val d’Essonne, Laboratoire de Mathématiques et Modélisation, 23 Bd. de France, F-91037 Évry Cedex, FranceFollow
Francesco Russo, ENSTA Paris, Institut Polytechnique de Paris UMA, F-91120 Palaiseau, FranceFollow

Recommended Citation

Barrasso, Adrien and Russo, Francesco (2022) "Backward Stochastic Differential Equations with No Driving Martingale and Pseudo-PDEs," Journal of Stochastic Analysis: Vol. 3: No. 1, Article 3.
DOI: 10.31390/josa.3.1.03
Available at: https://repository.lsu.edu/josa/vol3/iss1/3

DOI

10.31390/josa.3.1.03