Representation theorem for generators of quadratic BSDEs (Q1782045): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2964251056 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1405.4789 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A converse comparison theorem for BSDEs and related properties of \(g\)-expectation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A property of backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general converse comparison theorem for backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation theorem for generators of BSDEs with monotonic and polynomial-growth generators in the space of processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5509729 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quadratic \(g\)-convexity, \(C\)-convexity and their relationships / rank
 
Normal rank
Property / cites work
 
Property / cites work: A property of \(g\)-expectation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation theorems for generators of backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation theorems for generators of backward stochastic differential equations and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and partial differential equations with quadratic growth. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis / 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: Q4357507 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation theorems for generators of BSDEs with monotonic and convex growth generators / rank
 
Normal rank

Latest revision as of 14:47, 16 July 2024

scientific article
Language Label Description Also known as
English
Representation theorem for generators of quadratic BSDEs
scientific article

    Statements

    Representation theorem for generators of quadratic BSDEs (English)
    0 references
    0 references
    0 references
    18 September 2018
    0 references
    backward stochastic differential equation
    0 references
    representation theorem of generator
    0 references
    converse comparison theorem
    0 references
    \(g\)-expectation
    0 references
    0 references
    0 references

    Identifiers