Pages that link to "Item:Q1291953"
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The following pages link to Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type (Q1291953):
Displayed 50 items.
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
- Jensen's inequality for generalized Peng's \(g\)-expectations and its applications (Q370129) (← links)
- Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (Q388750) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- BSDEs with monotone generator and two irregular reflecting barriers (Q390828) (← links)
- Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- A generalized existence theorem of backward doubly stochastic differential equations (Q606303) (← links)
- Reflected BSDE with a constraint and its applications in an incomplete market (Q637071) (← links)
- Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form (Q655320) (← links)
- Dynamical evaluations (Q704247) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- \(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition (Q713208) (← links)
- A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712) (← links)
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
- Reflected BSDE driven by a Lévy process (Q842401) (← links)
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\) (Q847111) (← links)
- Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
- RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702) (← links)
- Switching problem and related system of reflected backward SDEs (Q963029) (← links)
- Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
- On Jensen's inequality and Hölder's inequality for \(g\)-expectation (Q974648) (← links)
- Stochastic impulse control of non-Markovian processes (Q989967) (← links)
- Maximal inequalities for \(g\)-martingales (Q1017811) (← links)
- Lenglart domination inequalities for \(g\)-expectations (Q1036610) (← links)
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
- Nonlinear Doob-Meyer decomposition with jumps. (Q1566019) (← links)
- Nonlinear Doob-Meyer decomposition for general filtration (Q1566053) (← links)
- Smallest \(g\)-supersolution with constraint (Q1589807) (← links)
- Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient (Q1612975) (← links)
- BSDEs with two reflecting barriers: the general result (Q1779993) (← links)
- Choquet expectation and Peng's \(g\)-expectation (Q1781180) (← links)
- A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- A general downcrossing inequality for \(g\)-martingales (Q1971382) (← links)
- Anticipated backward stochastic differential equations (Q2270604) (← links)
- Reflected backward stochastic differential equation with jumps and RCLL obstacle (Q2378594) (← links)
- Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
- A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations (Q2431046) (← links)
- Minimal supersolutions of convex BSDEs (Q2434909) (← links)
- On viscosity solutions of path dependent PDEs (Q2438749) (← links)
- Some properties of \(g\)-convex functions (Q2441132) (← links)
- Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures (Q2476405) (← links)
- A comonotonic theorem for BSDEs (Q2485815) (← links)
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615) (← links)