Menu
Contact | A-Z
img

Preprint 14040


Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time


Authors: Francesco Russo, Lukas Wurzer Projects: B4
Published: Stoch. Dyn. 17, no. 4 (2017), 1750030, 36 pp
Submission Date: 2014-07-21 Submitter: Michael Röckner
Download: PDF

Back
© 2017–2018 Sonderforschungbereich 701 | Privacy Policy