Work

Existence of a weak solution to a Markovian BSDE with discontinuous coefficients

Year: 2024

Type: article

Source: Random Operators and Stochastic Equations

DOI: 10.1515/rose-2024-2025

Authors: Abdallah Roubi, Abouo Elouaflin

Institutions: University of Biskra, Université Félix Houphouët-Boigny

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4404379322

FWCI:

Cites: 21

Cited by:

Related to: 10