Second order backward stochastic differential equations with quadratic growth (Q2447731): Difference between revisions
From MaRDI portal
Latest revision as of 10:39, 8 July 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)
0 references
28 April 2014
0 references
second-order backward stochastic differential equation
0 references
quadratic growth
0 references
BMO martingales
0 references
Feynman-Kac
0 references
fully nonlinear PDEs
0 references
quasi-sure
0 references
0 references
0 references
0 references
0 references