most citedSecond order backward stochastic differential equations and fully non-linear parabolic PDEs

4 citations · 4 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2005★ 4 cited

Second order backward stochastic differential equations and fully non-linear parabolic PDEs

Patrick Cheridito, H. Mete Soner, Nizar Touzi +1

We introduce a class of second order backward stochastic differential equations and show relations to fully non-linear parabolic PDEs. In particular, we provide a stochastic repres…