Second order backward stochastic differential equations with quadratic growth (Q2447731)
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scientific article; zbMATH DE number 6289551
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| English | Second order backward stochastic differential equations with quadratic growth |
scientific article; zbMATH DE number 6289551 |
Statements
Second order backward stochastic differential equations with quadratic growth (English)
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28 April 2014
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second-order backward stochastic differential equation
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quadratic growth
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BMO martingales
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Feynman-Kac
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fully nonlinear PDEs
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quasi-sure
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0.8724488019943237
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0.8525117039680481
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0.8479109406471252
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0.8442589640617371
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0.8299979567527771
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