Second order backward stochastic differential equations with quadratic growth
Date
2013Link to item file
http://arxiv.org/abs/1201.1050v4Dewey
Probabilités et mathématiques appliquéesSujet
Second order backward stochastic differential equation; Quadratic growth; BMO martingales; r.c.p.d.; Feynman–Kac; Fully non-linear PDEs; Quasi-sureJournal issue
Stochastic Processes and their ApplicationsVolume
123Number
10Publication date
2013Article pages
3770-3799Publisher
ElsevierCollections
Metadata
Show full item recordAuthor
Possamaï, Dylan
Zhou, Chao