Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting
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چکیده
منابع مشابه
Limit behaviour of the minimal solution of a BSDE with jumps and with singular terminal condition
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ژورنال
عنوان ژورنال: Probability, Uncertainty and Quantitative Risk
سال: 2020
ISSN: 2367-0126
DOI: 10.1186/s41546-020-0043-5