Backward Stochastic Differential Equations for a Single Jump Process (Q5198941): Difference between revisions
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| Property / cites work: A general theory of finite state backward stochastic difference equations / rank | |||
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| Property / cites work: Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions / rank | |||
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| Property / cites work: The Representation of Martingales of Jump Processes / rank | |||
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| Property / cites work: Q3969647 / rank | |||
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| Property / cites work: Q4657107 / rank | |||
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| Property / cites work: Risk measures via \(g\)-expectations / rank | |||
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Latest revision as of 09:52, 4 July 2024
scientific article; zbMATH DE number 5937709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward Stochastic Differential Equations for a Single Jump Process |
scientific article; zbMATH DE number 5937709 |
Statements
Backward Stochastic Differential Equations for a Single Jump Process (English)
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10 August 2011
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backward stochastic differential equation
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comparison theorem
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dynamic risk measure
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nonlinear expectation
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single jump process
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