Possamaï, Dylan - In: Stochastic Processes and their Applications 123 (2013) 5, pp. 1521-1545
In a recent paper, Soner, Touzi and Zhang (2012) [19] have introduced a notion of second order backward stochastic differential equations (2BSDEs), which are naturally linked to a class of fully non-linear PDEs. They proved existence and uniqueness for a generator which is uniformly Lipschitz in...
