RADNER EQUILIBRIUM AND SYSTEMS OF QUADRATIC BSDES WITH DISCONTINUOUS GENERATORS

  1. Escauriaza, L.
  2. Schwarz, D.C.
  3. Xing, H.
Revue:
Annals of Applied Probability

ISSN: 1050-5164

Année de publication: 2022

Volumen: 32

Número: 5

Pages: 3492-3536

Type: Article

DOI: 10.1214/21-AAP1765 GOOGLE SCHOLAR