A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A new existence result for second-order BSDEs with quadratic growth and their applications |
scientific article; zbMATH DE number 6577499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new existence result for second-order BSDEs with quadratic growth and their applications |
scientific article; zbMATH DE number 6577499 |
Statements
A new existence result for second-order BSDEs with quadratic growth and their applications (English)
0 references
4 May 2016
0 references
backward stochastic differential equations
0 references
quadratic growth
0 references
robust utility maximization
0 references
nonlinear evaluations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
