Continuous dependence property of BSDE with constraints (Q2344469): Difference between revisions

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+Adapted solution of a backward stochastic differential equation
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+Backward Stochastic Differential Equations in Finance
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+Continuous dependence properties on solutions of backward stochastic differential equation
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+Minimal supersolutions of convex BSDEs
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+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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+Reflected BSDE with a constraint and its applications in an incomplete market
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+Risk measures via \(g\)-expectations
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+Stochastic finance. An introduction in discrete time
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
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+Backward stochastic differential equations with constraints on the gains-process
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