A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415)
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scientific article; zbMATH DE number 6577499
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| English | A new existence result for second-order BSDEs with quadratic growth and their applications |
scientific article; zbMATH DE number 6577499 |
Statements
A new existence result for second-order BSDEs with quadratic growth and their applications (English)
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4 May 2016
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backward stochastic differential equations
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quadratic growth
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robust utility maximization
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nonlinear evaluations
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0.8724488019943237
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0.8355615139007568
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0.8197173476219177
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0.8103756308555603
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