BSDE, PDE and Nonlinear Expectation

来源 :International Conference on Stochastic Partial Differential | 被引量 : 0次 | 上传用户:sunlang110
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  A solution of a linear BSDE (Backward Stochastic Differential Equation) is a discounted martingale with a prescribed terminal value under a specific probability called martingale measure through a Girsanov transformation.
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