scientific article; zbMATH DE number 5971232

MaRDI QIDQ3096734zbMATH OpenFDO

Authors Nizar Touzi

Publication date 11 November 2011

Full work available at URL http://ebooks.worldscinet.com/ISBN/9789814324359/9789814324359_0183.html

zbMATH Keywords

backward stochastic differential equationsnonlinear partial differential equationsquasi-sure stochastic analysisviscosity solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Recommendations

• Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
• Backward stochastic differential equations and their applications in finance
• Backward Stochastic Differential Equations in Finance
• Second order reflected backward stochastic differential equations
• scientific article; zbMATH DE number 774070
• Numerical Fourier method and second-order Taylor scheme for backward SDEs in finance
• scientific article; zbMATH DE number 780713
• Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients
• Stochastic differential equations, backward SDEs, partial differential equations

Cited in

(7)

• Integro-partial differential equations with singular terminal condition
• Backward stochastic differential equations with Azéma's martingale
• Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
• Wellposedness of second order backward SDEs
• scientific article; zbMATH DE number 6102869 (Why is no real title available?)
• SDE based regression for linear random PDEs
• Continuity problem for BSDE and IPDE with singular terminal condition

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3096734)