Second-order BSDE under monotonicity condition and liquidation problem under uncertainty (Q2415511): Difference between revisions
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Revision as of 09:15, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order BSDE under monotonicity condition and liquidation problem under uncertainty |
scientific article |
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Second-order BSDE under monotonicity condition and liquidation problem under uncertainty (English)
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22 May 2019
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optimal stochastic control
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second-order backward stochastic differential equation
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monotone generator
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singular terminal condition
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