Representation theorems for generators of backward stochastic differential equations and their applications (Q2575812): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: A converse comparison theorem for BSDEs and related properties of \(g\)-expectation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A property of backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Jensen's inequality for \(g\)-expectation. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Jensen's inequality for \(g\)-expectation. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general converse comparison theorem for backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some results on the uniqueness of generators of backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward stochastic differential equations and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank

Latest revision as of 13:50, 11 June 2024

scientific article
Language Label Description Also known as
English
Representation theorems for generators of backward stochastic differential equations and their applications
scientific article

    Statements

    Representation theorems for generators of backward stochastic differential equations and their applications (English)
    0 references
    0 references
    7 December 2005
    0 references
    0 references
    Conditional Lebesgue point
    0 references
    Lebesgue generator
    0 references
    \(g\)-Expectation
    0 references
    Converse comparison theorem
    0 references
    0 references