- Abstract:
- Key words: Backward stochastic differential equation, semimartingale, comparison theorem, ordinary functional differential equation, stochastic differential equation, local condition, homogeneous property, K-Lipschitz condition
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(pdf, 203.1KB)
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- Publication date:
- 2011-06-24
- URN:
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uuid:a7bf49b0-8142-4437-b8df-fc36567b61ec
- Local pid:
- oai:eprints.maths.ox.ac.uk:1375
- Copyright date:
- 2011
Thesis
A new approach to BSDE
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