Minimal supersolutions of convex BSDEs (Q2434909): Difference between revisions

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+Classical and variational differentiability of BSDEs with quadratic growth
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+Coherent Measures of Risk
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+Time consistent dynamic risk processes
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+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
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+Quadratic BSDEs with convex generators and unbounded terminal conditions
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+Dynamic monetary risk measures for bounded discrete-time processes
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+Existence, minimality and approximation of solutions to BSDEs with convex drivers
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+Backward SDEs with superquadratic growth
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+A general version of the fundamental theorem of asset pricing
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+Wiener functionals as Ito integrals
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+Stochastic Differential Utility
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Backward Stochastic Differential Equations in Finance
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Convex risk measures and the dynamics of their penalty functions
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+Convex measures of risk and trading constraints
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+Stochastic finance. An introduction in discrete time
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+Martingales and stochastic integrals in the theory of continuous trading
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+Minimal supersolutions of BSDEs with lower semicontinuous generators
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
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