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Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration

Ahmadi, Mahdi; Popier, Alexandre; Sezer, Ali Devin


BibTeX

@article{ahmadi_mahdi_2021_233566,
  author       = {Ahmadi, Mahdi and
                  Popier, Alexandre and
                  Sezer, Ali Devin},
  title        = {{Backward stochastic differential equations with 
                   non-Markovian singular terminal conditions for
                   general driver and filtration}},
  journal      = {ELECTRONIC JOURNAL OF PROBABILITY},
  year         = 2021,
  volume       = 26,
  month        = jan,
}
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