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ArticleSecond order backward stochastic differential equations with quadratic growth

Dylan Possamaï2013

OA

Articlebronze2013

Second order backward stochastic differential equations with quadratic growth

Dylan Possamaï · Chao Zhou

29 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Fuzzy Systems and Optimization

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References

1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 1980MULTI-DIMENSIONAL DIFFUSION PROCESSES 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations 2000Backward stochastic differential equations and partial differential equations with quadratic growth 2019Nonlinear Expectations and Stochastic Calculus under Uncertainty 2010Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths 2004Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations

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2018Quadratic backward stochastic differential equations driven by G -Brownian motion: Discrete solutions and approximation

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Year2013

Typearticle

Published2013-05-29

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations29

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2013.05.007

openalex_workW2103033583

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