"Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs."

Joe Jackson, Gordan Zitkovic (2022)

> Home

Details and statistics

DOI: 10.1137/21M1435689

access: closed

type: Journal Article

metadata version: 2022-07-25

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamco/JacksonZ22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamco/JacksonZ22
Joe Jackson, Gordan Zitkovic:
Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs. SIAM J. Control. Optim. 60(3): 1642-1666 (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.