Explicit solutions for a class of nonlinear BSDEs and their nodal sets
type: Item
instance of: scholarly article
title: Explicit solutions for a class of nonlinear BSDEs and their nodal sets
zbMATH Open document ID: 1502.60089
author: Shuhui Liu
author: Zhongmin Qian
author: Xingcheng Xu
author: Zengjing Chen
published in: Probability, Uncertainty and Quantitative Risk
publication date: 2022-11-16T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7617810
zbMATH Keywords: explicit solution
zbMATH Keywords: Feynman-Kac formula
zbMATH Keywords: Girsanov's formula
zbMATH Keywords: nodal set
zbMATH Keywords: nonlinear BSDE
zbMATH Keywords: parabolic equation
zbMATH Keywords: Tanaka's formula
MaRDI profile type: Publication
full work available at URL: puqr.2022017
OpenAlex ID: W4312662981
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DOI: 10.3934/PUQR.2022017
description: scientific article; zbMATH DE number 7617810