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

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+Conjugate convex functions in optimal stochastic control
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+Semimartingales and Markov processes
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+Explicit form and robustness of martingale representations.
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+Backward Stochastic Differential Equations in Finance
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+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
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+Adapted solution of a backward stochastic differential equation
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