Wellposedness of second order backward SDEs

Probability Theory and Related Fields

Volumn 153, Issue 1-2, 2012, Pages 149-190

  Soner, H Mete ^a   Touzi, Nizar ^b   Zhang, Jianfeng ^c  

^a ETH ZURICH   (Switzerland)

^b CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^c UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Backward SDEs; Non dominated family of mutually singular measures; Viscosity solutions for second order PDEs

Indexed keywords

EID: 84861790642     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-011-0342-y     Document Type: Article

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