BSDEBackward Stochastic Differential Equation (mathematics)
BSDEBrisbane School of Distance Education (Australia)
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Equation (4) is not a standard BSDE because in general G is strictly larger than the augmented filtration of the (P, G)-Brownian motion [?
We will show in the next subsection that under Assumption 1, for any [mathematical expression not reproducible], the BSDE (4) has a unique solution (Y(x), Z(x)) [member of] [S.
In this subsection, we first show BSDE (4) has a unique solution under some mild conditions and then give an equivalent backward formulation of problem (15).
By the existence and uniqueness result of BSDE (4), selecting q(x) is equivalent to selecting the terminal wealth X(T).
As implied by the comparison theorem for BSDE (4), the nonnegative terminal wealth ([xi] = X(T) [greater than or equal to] 0) keeps the wealth process nonnegative all the time.
beta],[gamma]]) the unique solution to the linear BSDE (4) with [f.
We prepared BSDE for cell culture studies by dissolving the butadiene soot in DMSO and then membrane-filtered it (0.
BSDE was amended with 1mM tetrabutylammonium perchlorate (Sigma, St.
We applied BSDE to replicate silica gel thin layer chromatography (TLC) plates (Aldrich).
In measuring the dose dependence of ascorbate free radical formation by BSDE, we quantified the concentration of the ascorbate radical by double integration of the ESR signal.
The 1,3-butadiene vapor fire used for generating BSDE had large thermal gradients with temperatures measured in situ ranging from 430 [degrees] C at the edges of the flame to 1,100 [degrees] C at the cone (12).
Electrochemical measurements indicated that BSDE was redox active at solid electrodes within an approximate physiologic potential range.