On the backward stochastic differential equation with generator \(f(y)|z|^2\) (Q2661266)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the backward stochastic differential equation with generator \(f(y)|z|^2\) |
scientific article |
Statements
On the backward stochastic differential equation with generator \(f(y)|z|^2\) (English)
0 references
3 April 2021
0 references
backward stochastic differential equation
0 references
quadratic growth
0 references
comparison theorem
0 references
converse comparison theorem
0 references
viscosity solution
0 references
0 references
0 references
0 references
