Representation and converse comparison theorems for multidimensional BSDEs (Q2406779): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2017.03.025
+Normal rank
@@ Property / OpenAlex ID @@
+W2605229291
@@ Property / OpenAlex ID: W2605229291 / rank @@
+Normal rank
@@ Property / cites work @@
+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
+Normal rank
@@ Property / cites work @@
+A property of backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Filtration-consistent nonlinear expectations and related \(g\)-expectations
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes
+Normal rank
@@ Property / cites work @@
+On the comparison theorem for multidimensional BSDEs
+Normal rank
@@ Property / cites work @@
+Converse comparison theorems for backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Representation theorems for generators of backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
+Normal rank
@@ Property / cites work @@
+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
+Normal rank
@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
+Normal rank
@@ Property / cites work @@
+MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION
+Normal rank