Singular recursive utility (Q4584681): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2964281457
@@ Property / OpenAlex ID: W2964281457 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.08170
@@ Property / arXiv ID: 1504.08170 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward nonlinear expectation equations
@@ Property / cites work: Backward nonlinear expectation equations / rank @@
+Normal rank
@@ Property / cites work @@
+Existence, uniqueness and comparisons for BSDEs in general spaces
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with rough drivers
+Normal rank
@@ Property / cites work @@
+A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
+Normal rank
@@ Property / cites work @@
+Functional Integration and Partial Differential Equations. (AM-109)
+Normal rank
@@ Property / cites work @@
+On intertemporal preferences in continuous time. The case of certainty
+Normal rank
@@ Property / cites work @@
+Stochastic differential utility as the continuous-time limit of recursive utility
+Normal rank
@@ Property / cites work @@
+Optimal consumption and investment with Epstein-Zin recursive utility
+Normal rank
@@ Property / cites work @@
+Unique solutions for stochastic recursive utilities
+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 @@
+Singular Stochastic Control and Optimal Stopping with Partial Information of Itô--Lévy Processes
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential games and stochastic control under model uncertainty
+Normal rank
@@ Property / cites work @@
+Risk minimization in financial markets modeled by Itô-Lévy processes
+Normal rank
@@ Property / cites work @@
+A concise course on stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Singular control of stochastic linear systems with recursive utility
+Normal rank