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)

Item Type:	Article
Subjects:	Q Science > QA Mathematics
Divisions:	Sabancı Business School
Depositing User:	Halil Mete Soner
Date Deposited:	16 Nov 2007 12:29
Last Modified:	26 Apr 2022 08:18
URI:	https://research.sabanciuniv.edu/id/eprint/7102

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