BSDES WITH A RANDOM TERMINAL TIME DRIVEN BY A MONOTONE GENERATOR AND THEIR LINKS WITH PDES
Résumé
In thispaper, we study one-dimensional backward stochastic differential equations (BSDE) with a random terminal time driven by a monotone generator, and their links with elliptic partial differential equations. Firstly, we present the case of B SDEs driven by a strictly monotone generator, a nd next we consider BSDEs driven by a monotone generator.
Origine : Fichiers produits par l'(les) auteur(s)