Wellposedness of second order backward SDEs

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Author
Soner, Metecc
Touzi, Nizar
Zhang, Jianfeng
Date
2012-06
Type
    Journal Article
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-b-000049492
Publication status
published
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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 (emeritus) / Soner, Mete (emeritus)  
Notes
Received 5 April 2010, Revised 22 December 2010, Published online 4 February 2011. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
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Cited 104 times in Web of Science
ETH Bibliography
yes
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