On the orthogonal component of BSDEs in a Markovian setting (Q654493): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1992678142
@@ Property / OpenAlex ID: W1992678142 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.1071
@@ Property / arXiv ID: 0907.1071 / rank @@
+Normal rank
@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
+Normal rank
@@ Property / cites work @@
+Semimartingales and Markov processes
@@ Property / cites work: Semimartingales and Markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit form and robustness of martingale representations.
+Normal rank
@@ Property / cites work @@
+Q4357500
@@ Property / cites work: Q4357500 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank