BSDEs with general filtration driven by Lévy processes, and an application in stochastic controllability
Work
Year: 2013
Type: article
Source: Systems & Control Letters
Author Yanqing Wang
Institution Chinese Academy of Sciences
Cites: 14
Cited by: 8
Related to: 10
FWCI: 0.988
Citation percentile (by year/subfield): 82.53
Subfield: Finance
Domain: Social Sciences
Open Access status: closed