Second order backward SDE with random terminal time (Q2201514)

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Second order backward SDE with random terminal time
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    title
    Second order backward SDE with random terminal time (English)
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    DOI
    10.1214/20-EJP498
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    author
    Zhenjie Ren
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    Nizar Touzi
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    Junjian Yang
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    Yi-Qing Lin
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    publication date
    29 September 2020
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    zbMATH DE Number
    7252731
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    zbMATH Keywords
    backward SDE
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    second order backward SDE
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    quasi-sure stochastic analysis
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    random horizon
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