Splitting multidimensional BSDEs and finding local equilibria (Q402721): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B52
@@ Property / Mathematics Subject Classification ID: 91B52 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6335313
@@ Property / zbMATH DE Number: 6335313 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+backward stochastic differential equations
@@ Property / zbMATH Keywords: backward stochastic differential equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quadratic generator
@@ Property / zbMATH Keywords: quadratic generator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+splitting
@@ Property / zbMATH Keywords: splitting / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+relative performance
@@ Property / zbMATH Keywords: relative performance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local equilibrium
@@ Property / zbMATH Keywords: local equilibrium / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal investment
@@ Property / zbMATH Keywords: optimal investment / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2014.03.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2164947443
@@ Property / OpenAlex ID: W2164947443 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple constructive approach to quadratic BSDEs with or without delay
+Normal rank
@@ Property / cites work @@
+Quadratic BSDEs with convex generators and unbounded terminal conditions
+Normal rank
@@ Property / cites work @@
+On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
+Normal rank
@@ Property / cites work @@
+A financial market with interacting investors: does an equilibrium exist?
+Normal rank
@@ Property / cites work @@
+Utility maximization in incomplete markets
@@ Property / cites work: Utility maximization in incomplete markets / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous exponential martingales and BMO
@@ Property / cites work: Continuous exponential martingales and BMO / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Q4892168
@@ Property / cites work: Q4892168 / rank @@
+Normal rank
@@ Property / cites work @@
+The chain store paradox
@@ Property / cites work: The chain store paradox / rank @@
+Normal rank
@@ Property / cites work @@
+Solvability of backward stochastic differential equations with quadratic growth
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:402721