Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs

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Date
2015Indexation documentaire
Probabilités et mathématiques appliquéesSubject
Second order backward stochastic differential equation; backward stochastic differential equation with jumps; model uncertainty; PIDEs; viscosity solutions.Nom de la revue
Electronic Journal of ProbabilityVolume
20Numéro
65Date de publication
2015Nom de l'éditeur
Electronic Journal of Probability and Electronic Communications in ProbabilityCollections
Métadonnées
Afficher la notice complèteAuteur
Kazi-Tani, Mohamed Nabil
Possamaï, Dylan
Zhou, Chao