Representation of solutions to 2BSDEs in an extended monotonicity setting

DOI10.1016/j.bulsci.2020.102907zbMath1471.60089OpenAlexW3084669546MaRDI QIDQ2208977

Chol-Gyu Pak, Hun O, Mun-Chol Kim

Publication date: 28 October 2020

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2020.102907

zbMATH Keywords

representation formulaextended monotonicitysecond order backward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items

Dynamic programming approach to reflected backward stochastic differential equations, Wellposedness of second order reflected BSDEs: A new formulation

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