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Article Dans Une Revue Stochastic Processes and their Applications Année : 2006

Backward stochastic differential equations with singular terminal condition

Alexandre Popier

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hal-01636313 , version 1 (16-11-2017)

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Alexandre Popier. Backward stochastic differential equations with singular terminal condition. Stochastic Processes and their Applications, 2006, 116 (12), pp.2014 - 2056. ⟨10.1016/j.spa.2006.05.012⟩. ⟨hal-01636313⟩
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