Backward stochastic differential equations with unbounded coefficients and their applications
In this thesis, we focus on problems on the theory of Backward Stochastic Differential Equations (BSDEs). In particular, BSDEs with an unbounded generator are considered, under various conditions (on the generator). Using more general (or weaker) conditions, the classical results on BSDEs are improv...
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University of Liverpool
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.666709 |