OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS (Q3173989): Difference between revisions

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+On measure solutions of backward stochastic differential equations
+Normal rank
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+BSDE with quadratic growth and unbounded terminal value
+Normal rank
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+Quadratic BSDEs with convex generators and unbounded terminal conditions
+Normal rank
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+Utility maximization in incomplete markets
@@ Property / cites work: Utility maximization in incomplete markets / rank @@
+Normal rank
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+Continuous exponential martingales and BMO
@@ Property / cites work: Continuous exponential martingales and BMO / rank @@
+Normal rank
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
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+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
+Normal rank
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+Adapted solution of a backward stochastic differential equation
+Normal rank