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A simple constructive approach to quadratic BSDEs with or without delay

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http://hal.univ-smb.fr/hal-00950977
Contributor : Philippe Briand <>
Submitted on : Sunday, February 23, 2014 - 11:26:55 PM
Last modification on : Thursday, March 19, 2020 - 12:26:02 PM

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Philippe Briand, Romuald Elie. A simple constructive approach to quadratic BSDEs with or without delay. Stochastic Processes and their Applications, Elsevier, 2013, pp.2921-2939. ⟨10.1016/j.spa.2013.02.013⟩. ⟨hal-00950977⟩

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