Quadratic BSDEs with jumps: Related nonlinear expectations (Q2810662): Difference between revisions

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Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
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Property / cites work: Backward stochastic differential equations with jumps and related nonlinear expectations / rank
 
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Latest revision as of 11:08, 30 July 2024

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Quadratic BSDEs with jumps: Related nonlinear expectations
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    Quadratic BSDEs with jumps: Related nonlinear expectations (English)
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    3 June 2016
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    backward stochastic differential equations
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    nonlinear expectations
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    quadratic growth
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    jumps
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    \(g\)-submartingales
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    nonlinear Doob-Meyer decomposition
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    dynamic risk measures
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    inf-convolution
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