BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp> (Q4821625)
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scientific article; zbMATH DE number 2108987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp> |
scientific article; zbMATH DE number 2108987 |
Statements
BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp> (English)
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21 October 2004
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backward stochastic differential equation
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elliptic partial differential equations
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viscosity solution
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monotone generator of backward stochastic differential equations
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