A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q477469 |
Changed an Item |
||
| Property / author | |||
| Property / author: Yi-Qing Lin / rank | |||
Normal rank | |||
Revision as of 10:44, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new existence result for second-order BSDEs with quadratic growth and their applications |
scientific article |
Statements
A new existence result for second-order BSDEs with quadratic growth and their applications (English)
0 references
4 May 2016
0 references
backward stochastic differential equations
0 references
quadratic growth
0 references
robust utility maximization
0 references
nonlinear evaluations
0 references
