A Note on BSDEs with singular coefficients
Résumé
In this Note we study a class of BSDEs which admits a particular singularity in their driver. More precisely, we assume that the driver is not integrable and degenerates when approaching to the terminal time of the equation.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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