Before revision:  These equations are the natural candidates for the probabilistic interpretation of  fully non-linear partial integro-differential equations, which is the point of our paper 18 . Finally, we give an application of second order BSDEs to the study of a robust exponential utility maximization problem under model uncertainty.
After revision:  These equations are the natural candidates for the probabilistic interpretation of fully non-linear partial integro-differential equations, which is the point of 18 . Finally, we give an application of second order BSDEs to the study of a robust exponential utility maximization problem under model uncertainty.