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Lp solutions of backward stochastic differential equations

2003389 citationsJournal Article

Authors

Philippe Briand · Institut de recherche mathématique de Rennes

Bernard Delyon · Institut de recherche mathématique de Rennes

Ying Hu · Institut de recherche mathématique de Rennes

Étienne Pardoux

Lucreţiu Stoica

Topics & Keywords

Stochastic processes and financial applications Insurance, Mortality, Demography, Risk Management Financial Risk and Volatility Modeling

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Stochastic Processes and their Applications

Volume 108, Issue 1, pp. 109-129

DOI: 10.1016/s0304-4149(03)00089-9

Field-Weighted Citation Impact: 5.70

Lp solutions of backward stochastic differential equations | Researchclopedia