BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp>
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Publication:4821625
DOI10.1080/10451120410001696270zbMath1055.60062OpenAlexW2089653886MaRDI QIDQ4821625
Publication date: 21 October 2004
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10451120410001696270
viscosity solutionelliptic partial differential equationsbackward stochastic differential equationmonotone generator of backward stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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