Minimal supersolutions of convex BSDEs (Q2434909): Difference between revisions

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+Classical and variational differentiability of BSDEs with quadratic growth
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+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
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+Quadratic BSDEs with convex generators and unbounded terminal conditions
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+Dynamic monetary risk measures for bounded discrete-time processes
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+Existence, minimality and approximation of solutions to BSDEs with convex drivers
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Convex measures of risk and trading constraints
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+Minimal supersolutions of BSDEs with lower semicontinuous generators
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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