Second-order backward stochastic differential equations under a monotonicity condition (Q1947592)
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| Language | Label | Description | Also known as |
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| English | Second-order backward stochastic differential equations under a monotonicity condition |
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Second-order backward stochastic differential equations under a monotonicity condition (English)
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22 April 2013
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The aim of this paper is to extend to the case of a generator satisfying a monotonicity condition starting with a recent paper of \textit{H. M. Soner} et al. [Probab. Theory Relat. Fields 153, No. 1--2, 149--190 (2012; Zbl 1252.60056)] related to second-order backward stochastic differential equations.
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second-order backward stochastic differential equation
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monotonicity conditions
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