Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs

Communications on Pure and Applied Mathematics

Volumn 60, Issue 7, 2007, Pages 1081-1110

  Cheridito, Patrick ^a   Soner, H Mete ^b   Touzi, Nizar ^c,e,f   Victoir, Nicolas ^d  

^a PRINCETON UNIVERSITY   (United States)

^b KOÇ UNIVERSITY   (Turkey)

^c IMPERIAL COLLEGE LONDON   (United Kingdom)

^d UNIVERSITY OF OXFORD   (United Kingdom)

^e CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^f IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34249723795     PISSN: 00103640     EISSN: 00103640     Source Type: Journal    
DOI: 10.1002/cpa.20168     Document Type: Article

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