Representation of solutions to 2BSDEs in an extended monotonicity setting (Q2208977)

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English	Representation of solutions to 2BSDEs in an extended monotonicity setting	scientific article

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scholarly article

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title

Representation of solutions to 2BSDEs in an extended monotonicity setting (English)

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zbMATH Open document ID

1471.60089

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DOI

10.1016/j.bulsci.2020.102907

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Bulletin des Sciences Mathématiques

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publication date

28 October 2020

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Mathematics Subject Classification ID

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second order backward stochastic differential equation

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extended monotonicity

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representation formula

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.bulsci.2020.102907

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OpenAlex ID

W3084669546

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cites work

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Lp-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

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Q4114574

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Pathwise construction of stochastic integrals

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Second-order BSDE under monotonicity condition and liquidation problem under uncertainty

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Second-order backward stochastic differential equations under a monotonicity condition

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Second order backward stochastic differential equations with quadratic growth

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Stochastic control for a class of nonlinear kernels and applications

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On solutions of backward stochastic differential equations with jumps and applications

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Quasi-sure stochastic analysis through aggregation

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Mathematics(1 entry)

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