Second-order BSDE under monotonicity condition and liquidation problem under uncertainty (Q2415511)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order BSDE under monotonicity condition and liquidation problem under uncertainty |
scientific article |
Statements
Second-order BSDE under monotonicity condition and liquidation problem under uncertainty (English)
0 references
22 May 2019
0 references
optimal stochastic control
0 references
second-order backward stochastic differential equation
0 references
monotone generator
0 references
singular terminal condition
0 references
