Set-valued backward stochastic differential equations

Article Properties
  • DOI (url)
    10.1214/22-aap1896
  • Publication Date
    2023/10/01
  • Journal
    The Annals of Applied Probability
  • Indian UGC (journal)
  • Refrences
    36
  • Çağın Ararat Department of Industrial Engineering, Bilkent University
  • Jin Ma Department of Mathematics, University of Southern California
  • Wenqian Wu Fixed Income, Currency and Commodities, Guotai Junan Securities
Cite
Ararat, Çağın, et al. “Set-Valued Backward Stochastic Differential Equations”. The Annals of Applied Probability, vol. 33, no. 5, 2023, https://doi.org/10.1214/22-aap1896.
Ararat, Çağın, Ma, J., & Wu, W. (2023). Set-valued backward stochastic differential equations. The Annals of Applied Probability, 33(5). https://doi.org/10.1214/22-aap1896
Ararat Çağın, Ma J, Wu W. Set-valued backward stochastic differential equations. The Annals of Applied Probability. 2023;33(5).
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
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