Backward stochastic differential equations with constraints on the gains-process

Mathematics

• Backward Stochastic Differential Equation 79%
• Minimal Solution 53%
• Penalization Method 31%
• Change of Measure 30%
• Convex Constraints 28%
• Support Function 28%
• Convex Analysis 26%
• Stochastic Control 24%
• Convex Sets 20%
• Unique Solution 20%
• Stochastic Differential Equations 19%
• Lipschitz 18%
• Existence and Uniqueness 16%
• Coefficient 11%

Business & Economics

• Backward Stochastic Differential Equation 100%
• Convex Analysis 35%
• Change of Measure 31%
• Stochastic Differential Equations 29%
• Stochastic Control 29%
• Uniqueness 21%
• Coefficients 16%