Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (Q3445514): Difference between revisions
From MaRDI portal
Revision as of 20:00, 25 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs |
scientific article |
Statements
Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (English)
0 references
11 June 2007
0 references
second-order backward stochastic differential equations
0 references
fully nonlinear parabolic partial differential equations
0 references
existence and uniqueness
0 references
theory of viscosity solutions
0 references
stochastic representation
0 references
Monte Carlo methods
0 references
0 references