Set-valued backward stochastic differential equations (Q6187467): Difference between revisions

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+Set-valued risk measures as backward stochastic difference inclusions and equations
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+Dual representations for systemic risk measures
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+Coherent Measures of Risk
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+Integrals of set-valued functions
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+A unified approach to systemic risk measures via acceptance sets
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+Time consistent dynamic risk processes
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+On Weak Solutions of Backward Stochastic Differential Equations
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+Convex analysis and measurable multifunctions
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+Filtration-consistent nonlinear expectations and related \(g\)-expectations
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+Multi-portfolio time consistency for set-valued convex and coherent risk measures
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+Measures of Systemic Risk
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+Set-valued risk measures for conical market models
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+Directional derivatives and subdifferentials of set-valued convex functions
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+Integrals, conditional expectations, and martingales of multivalued functions
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+Q5543500
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+Set-valued stochastic intergrals and stochastic inclutions<sup>1</sup>
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+Q3593652
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+Q3535024
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+Some properties of set-valued stochastic integrals
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+Stochastic differential inclusions and applications.
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+Martingale representation theorem for set-valued martingales
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+Set-valued stochastic integrals and applications
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+Properties of set-valued stochastic differential equations
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+Integrably bounded set-valued stochastic integrals
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+Q5484956
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+On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis
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+The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
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+Remarks on unboundedness of set-valued Itô stochastic integrals
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+Theory of Random Sets
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+On the Separation and Order Law of Cancellation for Bounded Sets
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+Variational Analysis
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+Risk measures via \(g\)-expectations
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+Q4104385
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+Optional and predictable projections of set-valued measurable processes
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