Second order backward SDE with random terminal time
From MaRDI portal
Publication:2201514
DOI10.1214/20-EJP498zbMath1459.60126arXiv1802.02260MaRDI QIDQ2201514
Nizar Touzi, Zhenjie Ren, Junjian Yang, Yi-Qing Lin
Publication date: 29 September 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.02260
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
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