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A new approach to BSDE

Jin, Lixing (2011) A new approach to BSDE. Masters thesis, oxford university.

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Abstract

Key words: Backward stochastic differential equation, semimartingale, comparison
theorem, ordinary functional differential equation, stochastic differential equation, local
condition, homogeneous property, K-Lipschitz condition

Item Type:Thesis (Masters)
Subjects:H - N > Mathematics education
Research Groups:Mathematical and Computational Finance Group
ID Code:1375
Deposited By:Laura Auger
Deposited On:13 Aug 2011 09:59
Last Modified:13 Aug 2011 09:59

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