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• 2018

  BSDEs with default jump

  Dumitrescu, R., Grigorova, M., Quenez, M. C. & Sulem, A., 14 Jan 2018, (E-pub ahead of print) Computation and Combinatorics in Dynamics, Stochastics and Control. Springer, Cham, Vol. 13. p. 233-263 31 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference paper › peer-review

  • Stochastic Differential Equation 100%
  • Comparison Theorem 66%
  • Probability Theory 33%
  • Finite Variation 33%
  • Intensity Process 33%
  14 Citations (Scopus)