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BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales.

Yunzhang LiShanjian Tang
Published in: Commun. Inf. Syst. (2021)
Keyphrases
  • error rate
  • closed form
  • stochastic differential equations
  • pairwise
  • cost function
  • dynamic programming
  • probabilistic model
  • wavelet transform
  • supply chain