General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general g-supermartingales (Q4584670): Difference between revisions

Latest revision as of 12:27, 16 July 2024

scientific article; zbMATH DE number 6931415

Language	Label	Description	Also known as
English	General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general <i>g</i>-supermartingales	scientific article; zbMATH DE number 6931415

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scholarly article

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title

General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general g-supermartingales (English)

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4 September 2018

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zbMATH Keywords

backward stochastic differential equation

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existence and uniqueness

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comparison theorem

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\(g\)-supermartingale

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nonlinear Doob-Meyer's decomposition

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/17442508.2017.1282956

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cites work

Doubly reflected BSDEs with integrable parameters and related Dynkin games

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\(L^p\) solutions of backward stochastic differential equations.

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One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)

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Q2767317

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Q4761439

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Filtration-consistent nonlinear expectations and related \(g\)-expectations

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Backward Stochastic Differential Equations in Finance

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Lpsolutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients

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Multidimensional BSDEs with weak monotonicity and general growth generators

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One-dimensional BSDEs with finite and infinite time horizons

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Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients

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BSDEs with monotone generator and two irregular reflecting barriers

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Backward stochastic differential equations and partial differential equations with quadratic growth.

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Backward stochastic differential equations with continuous coefficient

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Nonlinear Doob-Meyer decomposition for general filtration

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Nonlinear Doob-Meyer decomposition with jumps.

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On Quadraticg-Evaluations/Expectations and Related Analysis

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Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients

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Q4263364

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Adapted solution of a backward stochastic differential equation

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Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type

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Q4657107

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The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles

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Reflected BSDE with a constraint and its applications in an incomplete market

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Nonlinear decomposition of Doob-Meyer's type for continuous \(g\)-supermartingale with uniformly continuous coefficient

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Identifiers

zbMATH Open document ID

1394.60066

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DOI

10.1080/17442508.2017.1282956

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4584670

@@ Property / author @@
-Sheng-Jun Fan
@@ Property / author: Sheng-Jun Fan / rank @@
-Normal rank
@@ Property / author @@
+Sheng-Jun Fan
@@ Property / author: Sheng-Jun Fan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2017.1282956
+Normal rank
@@ Property / OpenAlex ID @@
+W2610338737
@@ Property / OpenAlex ID: W2610338737 / rank @@
+Normal rank
@@ Property / cites work @@
+Doubly reflected BSDEs with integrable parameters and related Dynkin games
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
+Normal rank
@@ Property / cites work @@
+Q2767317
@@ Property / cites work: Q2767317 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4761439
@@ Property / cites work: Q4761439 / rank @@
+Normal rank
@@ Property / cites work @@
+Filtration-consistent nonlinear expectations and related \(g\)-expectations
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+<i>L</i><sup><i>p</i></sup>solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Multidimensional BSDEs with weak monotonicity and general growth generators
+Normal rank
@@ Property / cites work @@
+One-dimensional BSDEs with finite and infinite time horizons
+Normal rank
@@ Property / cites work @@
+Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
+Normal rank
@@ Property / cites work @@
+BSDEs with monotone generator and two irregular reflecting barriers
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with continuous coefficient
+Normal rank
@@ Property / cites work @@
+Nonlinear Doob-Meyer decomposition for general filtration
+Normal rank
@@ Property / cites work @@
+Nonlinear Doob-Meyer decomposition with jumps.
@@ Property / cites work: Nonlinear Doob-Meyer decomposition with jumps. / rank @@
+Normal rank
@@ Property / cites work @@
+On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis
+Normal rank
@@ Property / cites work @@
+Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Q4263364
@@ Property / cites work: Q4263364 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
+Normal rank
@@ Property / cites work @@
+Q4657107
@@ Property / cites work: Q4657107 / rank @@
+Normal rank
@@ Property / cites work @@
+The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
+Normal rank
@@ Property / cites work @@
+Reflected BSDE with a constraint and its applications in an incomplete market
+Normal rank
@@ Property / cites work @@
+Nonlinear decomposition of Doob-Meyer's type for continuous \(g\)-supermartingale with uniformly continuous coefficient
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4584670

General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general <i>g</i>-supermartingales (Q4584670): Difference between revisions

Latest revision as of 12:27, 16 July 2024

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Mathematics(1 entry)