Explicit solutions for a class of nonlinear BSDEs and their nodal sets (Q2096192)
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scientific article; zbMATH DE number 7617810
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| English | Explicit solutions for a class of nonlinear BSDEs and their nodal sets |
scientific article; zbMATH DE number 7617810 |
Statements
Explicit solutions for a class of nonlinear BSDEs and their nodal sets (English)
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16 November 2022
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explicit solution
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Feynman-Kac formula
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Girsanov's formula
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nodal set
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nonlinear BSDE
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parabolic equation
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Tanaka's formula
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0.7728559970855713
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