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A Note on BSDEs with singular coefficients

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 نشر من قبل Anthony Reveillac
 تاريخ النشر 2013
  مجال البحث
والبحث باللغة English
 تأليف Monique Jeanblanc




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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.



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