Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (Q3445514)
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scientific article; zbMATH DE number 5163539
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| English | Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs |
scientific article; zbMATH DE number 5163539 |
Statements
Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (English)
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11 June 2007
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second-order backward stochastic differential equations
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fully nonlinear parabolic partial differential equations
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existence and uniqueness
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theory of viscosity solutions
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stochastic representation
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Monte Carlo methods
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0.94035983
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0.9347119
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0.9338802
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0.93357337
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