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

@@ Property / arXiv ID @@
+.4789
@@ Property / arXiv ID: 1405.4789 / 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 @@
+A general converse comparison theorem for backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes
+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 @@
+Q5509729
@@ Property / cites work: Q5509729 / rank @@
+Normal rank
@@ Property / cites work @@
+Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations
+Normal rank
@@ Property / cites work @@
+Quadratic \(g\)-convexity, \(C\)-convexity and their relationships
+Normal rank
@@ Property / cites work @@
+A property of \(g\)-expectation
@@ Property / cites work: A property of \(g\)-expectation / rank @@
+Normal rank
@@ Property / cites work @@
+Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures
+Normal rank
@@ Property / cites work @@
+Representation theorems for generators of 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 @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
@@ Property / cites work @@
+On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
+Normal rank
@@ Property / cites work @@
+Representation theorems for generators of BSDEs with monotonic and convex growth generators
+Normal rank