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

Warning The system is temporarily closed to updates for reporting purpose.

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)

[thumbnail of soner2.pdf] PDF
soner2.pdf

Download (235kB)
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

Actions (login required)

View Item
View Item