Wellposedness of second order backward SDEs

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Author
Soner, H. Mete
Touzi, Nizar
Zhang, Jianfeng
Date
2012-06
Type
  • Journal Article
Publication status
published
External links
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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  
Notes
Received 5 April 2010, Revised 22 December 2010, Published online 4 February 2011.
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Citations
Cited 63 times in Web of Science
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