Quadratic BSDEs with convex generators and unbounded terminal conditions

DOI10.1007/s00440-007-0093-yzbMath1141.60037arXivmath/0703423MaRDI QIDQ929376

Philippe Briand, Ying Hu

Publication date: 17 June 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703423

zbMATH Keywords

comparison theorem; nonlinear Feynman-Kac formula; stability result

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

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