Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963169705
@@ Property / OpenAlex ID: W2963169705 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.03186
@@ Property / arXiv ID: 1601.03186 / rank @@
+Normal rank
@@ Property / cites work @@
+On an Optional Semimartingale Decomposition and the Existence of a Deflator in an Enlarged Filtration
+Normal rank
@@ Property / cites work @@
+BSDEs with Singular Terminal Condition and a Control Problem with Constraints
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
+Normal rank
@@ Property / cites work @@
+A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps
+Normal rank
@@ Property / cites work @@
+Elliptic partial differential equations of second order
+Normal rank
@@ Property / cites work @@
+A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4311824
@@ Property / cites work: Q4311824 / rank @@
+Normal rank
@@ Property / cites work @@
+UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH
+Normal rank
@@ Property / cites work @@
+A Note on BSDEs with Singular Driver Coefficients
@@ Property / cites work: A Note on BSDEs with Singular Driver Coefficients / rank @@
+Normal rank
@@ Property / cites work @@
+Q2774021
@@ Property / cites work: Q2774021 / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
+Normal rank
@@ Property / cites work @@
+Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with singular terminal condition
+Normal rank
@@ Property / cites work @@
+BSDEs with jumps, optimization and applications to dynamic risk measures
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with jumps and related nonlinear expectations
+Normal rank