Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (Q3445514): Difference between revisions
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Revision as of 16:40, 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)
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11 June 2007
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second-order backward stochastic differential equations
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fully nonlinear parabolic partial differential equations
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existence and uniqueness
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theory of viscosity solutions
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stochastic representation
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Monte Carlo methods
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