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Second order backward stochastic differential equations and fully non-linear parabolic PDEs

Cheridito, Patrick and Soner, Halil Mete and Touzi, Nizar and Victoir, Nicolai (2006) Second order backward stochastic differential equations and fully non-linear parabolic PDEs. (Accepted/In Press)

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Official URL: http://dx.doi.org/10.1002/cpa.20168


Item Type:Article
Subjects:Q Science > QA Mathematics
ID Code:7102
Deposited By:Halil Mete Soner
Deposited On:16 Nov 2007 12:29
Last Modified:18 Feb 2014 10:44

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