Limit behaviour of BSDE with jumps and with singular terminal condition

Author: Popier A.  

Publisher: Edp Sciences

E-ISSN: 1262-3318|20|issue|480-509

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.20, Iss.issue, 2016-12, pp. : 480-509

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Abstract