Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376)

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Quadratic BSDEs with convex generators and unbounded terminal conditions
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    title
    Quadratic BSDEs with convex generators and unbounded terminal conditions (English)
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    author
    Philippe Briand
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    Ying Hu
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    publication date
    17 June 2008
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    zbMATH DE Number
    5288765
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    zbMATH Keywords
    comparison theorem
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    stability result
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    nonlinear Feynman-Kac formula
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    OpenAlex ID
    W3103310378
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    arXiv ID
    math/0703423
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