Representation of solutions to quadratic 2BSDEs with unbounded terminal values (Q6589434)
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scientific article; zbMATH DE number 7898566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of solutions to quadratic 2BSDEs with unbounded terminal values |
scientific article; zbMATH DE number 7898566 |
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Representation of solutions to quadratic 2BSDEs with unbounded terminal values (English)
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19 August 2024
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second order backward stochastic differential equations
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unbounded terminal value
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quadratic growth
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quasi sure
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representation formula
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