Filtration stability of backward SDE's

Stochastic Analysis and Applications

Volumn 18, Issue 1, 2000, Pages 11-37

  Antonelli, Fabio ^a   Kohatsu Higa, Arturo ^b  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

^b UNIVERSITAT POMPEU FABRA   (Spain)

Author keywords

Backward stochastic differential equations; Stability; Stochastic differential utility

Indexed keywords

EID: 0034355839     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362990008809652     Document Type: Article

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