A general downcrossing inequality for \(g\)-martingales (Q1971382): Difference between revisions

@@ Property / author @@
-Zeng-Jing Chen
@@ Property / author: Zeng-Jing Chen / rank @@
-Normal rank
@@ Property / author @@
+Zeng-Jing Chen
@@ Property / author: Zeng-Jing Chen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Classical potential theory and its probabilistic counterpart.
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
+Normal rank
@@ Property / cites work @@
+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-7152(99)00102-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2099755112
@@ Property / OpenAlex ID: W2099755112 / rank @@
+Normal rank