\(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1874941428 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1007.2226 / rank
 
Normal rank
Property / cites work
 
Property / cites work: CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDE associated with Lévy processes and application to PDIE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conjugate convex functions in optimal stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDEs with polynomial growth generators / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(L^p\) solutions of backward stochastic differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the robustness of backward stochastic differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations Driven By Càdlàg Martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDEs under partial information and financial applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence, uniqueness and comparisons for BSDEs in general spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general comparison theorem for backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with constraints on the gains-process / rank
 
Normal rank
Property / cites work
 
Property / cites work: The multiplicity of an increasing family of \(\sigma\)-fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3957683 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357500 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex measures of risk and trading constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation of BSDEs with jumps by Wiener chaos expansion / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a general result for backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959169 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-variance hedging via stochastic control and BSDEs for general semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second-order BSDEs with jumps: formulation and uniqueness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Progressive enlargement of filtrations and backward stochastic differential equations with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward SDEs with constrained jumps and quasi-variational inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDEs with monotone generator and two irregular reflecting barriers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected BSDEs on filtered probability spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semilinear elliptic equations with measure data and quasi-regular Dirichlet forms / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic dynamics on a filtered probability space / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357511 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996259 / rank
 
Normal rank
Property / cites work
 
Property / cites work: REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk measures via \(g\)-expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations for a Single Jump Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On solutions of backward stochastic differential equations with jumps and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equation with random measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 13:24, 14 July 2024

scientific article
Language Label Description Also known as
English
\(\mathbb L^p\) solutions of backward stochastic differential equations with jumps
scientific article

    Statements

    \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (English)
    0 references
    0 references
    10 October 2017
    0 references
    0 references
    backward stochastic differential equations with jumps
    0 references
    \(\mathbb{L}^p\) solutions
    0 references
    monotonic generators
    0 references
    convolution with mollifiers
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references