Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (Q388750): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: One barrier reflected backward doubly stochastic differential equations with continuous generator / rank
 
Normal rank
Property / cites work
 
Property / cites work: A converse comparison theorem for BSDEs and related properties of \(g\)-expectation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Filtration-consistent nonlinear expectations and related \(g\)-expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic variational inequalities and optimal stopping: applications to the robustness of the portfolio/consumption processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039824 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected solutions of backward SDE's, and related obstacle problems for PDE's / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected BSDE's with discontinuous barrier and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357507 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semimartingale Inequalities for The Snell Envelopes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with reflection and weak assumptions on the coefficients / rank
 
Normal rank

Latest revision as of 05:21, 7 July 2024

scientific article
Language Label Description Also known as
English
Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle
scientific article

    Statements

    Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (English)
    0 references
    0 references
    0 references
    0 references
    6 January 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    reflected backward stochastic differential equation
    0 references
    stochastic variational inequality
    0 references
    Snell envelope
    0 references
    \(g\)-expectation
    0 references
    Girsanov nonlinear transformation
    0 references