Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (Q3445514): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q57635935, #quickstatements; #temporary_batch_1712446058616 |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: math/0509295 / rank | |||
Normal rank | |||
Revision as of 15:40, 19 April 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
