BSDEs on finite and infinite horizon with timedelayed generators Peng Luoa,b,1,∗ , Ludovic Tangpic,2,† September 7, 2015 A BSTRACT We consider a backward stochastic differential equation with a generator that can be - Differential equation - Document - PDFSEARCH.IO

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	BSDEs on finite and infinite horizon with timedelayed generators Peng Luoa,b,1,∗ , Ludovic Tangpic,2,† September 7, 2015 A BSTRACT We consider a backward stochastic differential equation with a generator that can be Add to Reading List Document Date: 2015-09-07 06:53:17 Open Document File Size: 282,49 KB Share Result on Facebook

BSDEs on finite and infinite horizon with timedelayed generators Peng Luoa,b,1,∗ , Ludovic Tangpic,2,† September 7, 2015 A BSTRACT We consider a backward stochastic differential equation with a generator that can be Add to Reading List