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• W2305302833 abstract "In this paper, we show that the minimal solution of a backward stochastic differential equation gives a probabilistic representation of the minimal viscosity solution of an integro-partial differential equation both with a singular terminal condition. Singularity means that at the final time, the value of the solution can be equal to infinity. Different types of regularity of this viscosity solution are investigated: Sobolev, H{o}lder or strong regularity." @default.
• W2305302833 created "2016-06-24" @default.
• W2305302833 creator A5054554219 @default.
• W2305302833 date "2016-03-25" @default.
• W2305302833 modified "2023-09-25" @default.
• W2305302833 title "Integro-partial differential equations with singular terminal condition" @default.
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