Backward SDEs with superquadratic growth
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Publication:718880
DOI10.1007/s00440-010-0271-1zbMath1253.60072arXiv0902.3316OpenAlexW2139462613MaRDI QIDQ718880
Xiaobo Bao, Freddy Delbaen, Ying Hu
Publication date: 27 September 2011
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0902.3316
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
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