Second order backward stochastic differential equations with quadratic growth (Q2447731): Difference between revisions

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Latest revision as of 10:39, 8 July 2024

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Second order backward stochastic differential equations with quadratic growth
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    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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