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