When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.
A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. The third part specializes to an overview of Backward stochastic differential equations, and their extensions to the quadratic case.
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.