A Note on BSDEs with singular coefficients.

< Back to ILB Patrimony
Authors
Publication date
2013
Publication type
Proceedings Article
Summary In this Note we study a class of BSDEs which admits a particular singularity in their driver. More precisely, we assume that the driver is not integrable and degenerates when approaching to the terminal time of the equation.
See the publication
Topics of the publication
  • ...
    • No themes identified
Themes detected by scanR from retrieved publications. For more information, see https://scanr.enseignementsup-recherche.gouv.fr