Backward Stochastic Differential Equations for a Single Jump Process (Q5198941): Difference between revisions

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+https://doi.org/10.1080/07362994.2011.581098
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+W2068732789
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+A general theory of finite state backward stochastic difference equations
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+Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions
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+The Representation of Martingales of Jump Processes
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+Q3969647
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+Q4657107
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+Risk measures via \(g\)-expectations
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