Wellposedness of second order backward SDEs - Research Collection

Metadata only

Author

Soner, H. Mete

Touzi, Nizar

Zhang, Jianfeng

Date

2012-06

Type

Journal Article

Citations

Cited 62 times in Web of Science

Cited 79 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1007/s00440-011-0342-y

Journal / series

Probability theory and related fields

Volume

153(1-2)

Pages / Article No.

149 - 190

Publisher

Springer

Subject

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

Organisational unit

03844 - Soner, Mete

Notes

Received 5 April 2010, Revised 22 December 2010, Published online 4 February 2011.

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Citations

Cited 62 times in Web of Science

Cited 79 times in Scopus

ETH Bibliography

yes

Altmetrics