Second order backward stochastic differential equations with quadratic growth (Q2447731): Difference between revisions
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Revision as of 19:00, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order backward stochastic differential equations with quadratic growth |
scientific article |
Statements
Second order backward stochastic differential equations with quadratic growth (English)
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28 April 2014
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second-order backward stochastic differential equation
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quadratic growth
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BMO martingales
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Feynman-Kac
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fully nonlinear PDEs
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quasi-sure
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