Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.

Confortola, Fulvia, and Briand, Philippe. "Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.." Electronic Journal of Probability [electronic only] 13 (2008): 1529-1561. <http://eudml.org/doc/232142>.

@article{Confortola2008,
author = {Confortola, Fulvia, Briand, Philippe},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {backward stochastic differential equations; quadratically growing driver; elliptic partial differential equation; stochastic optimal control},
language = {eng},
pages = {1529-1561},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.},
url = {http://eudml.org/doc/232142},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Confortola, Fulvia
AU - Briand, Philippe
TI - Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 1529
EP - 1561
LA - eng
KW - backward stochastic differential equations; quadratically growing driver; elliptic partial differential equation; stochastic optimal control
UR - http://eudml.org/doc/232142
ER -