Ong−evaluations with domains under jump filtration (Q4607789): Difference between revisions

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+Q2978456
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+CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP
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+Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator
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+Coherent Measures of Risk
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+Doubly reflected BSDEs with integrable parameters and related Dynkin games
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+Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging
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+On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples
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+Conjugate convex functions in optimal stochastic control
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+A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations
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+BSDEs with polynomial growth generators
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+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
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+Backward Stochastic Differential Equations Driven By Càdlàg Martingales
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+Continuous properties of \(g\)-martingales
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+Solutions of Backward Stochastic Differential Equations on Markov Chains
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+A general comparison theorem for backward stochastic differential equations
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+Filtration-consistent nonlinear expectations and related \(g\)-expectations
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+Backward stochastic differential equations with constraints on the gains-process
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+The multiplicity of an increasing family of \(\sigma\)-fields
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+Backward Stochastic Differential Equations in Finance
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+Convex measures of risk and trading constraints
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+Simulation of BSDEs with jumps by Wiener chaos expansion
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+\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions
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+A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions
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+On a general result for backward stochastic differential equations
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+Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations
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+Quadratic BSDEs with jumps: a fixed-point approach
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+Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs
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+Second-order BSDEs with jumps: formulation and uniqueness
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+Quadratic BSDEs with jumps: Related nonlinear expectations
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+Progressive enlargement of filtrations and backward stochastic differential equations with jumps
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+Backward SDEs with constrained jumps and quasi-variational inequalities
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+Reflected BSDEs on filtered probability spaces
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+Dirichlet forms and semilinear elliptic equations with measure data
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+Semilinear elliptic equations with measure data and quasi-regular Dirichlet forms
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
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+Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting
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+<i>L<sup>p</sup></i>-solution for BSDEs with jumps in the case<i>p</i>&lt;2
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+Robust Portfolio Choice and Indifference Valuation
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+Backward stochastic dynamics on a filtered probability space
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+Nonlinear Doob-Meyer decomposition with jumps.
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+On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis
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+A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow
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+Utility maximization in a jump market model
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+A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem
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+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
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+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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+Dynamical evaluations
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+BSDEs with jumps, optimization and applications to dynamic risk measures
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+REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS
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+Convex Analysis
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+Risk measures via \(g\)-expectations
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+Backward stochastic differential equations with jumps and related nonlinear expectations
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+Backward Stochastic Differential Equations for a Single Jump Process
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+On solutions of backward stochastic differential equations with jumps and applications
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+Solvability of backward stochastic differential equations with quadratic growth
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+Backward stochastic differential equation with random measures
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+The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
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On<i>g</i>−evaluations with domains under jump filtration (Q4607789): Difference between revisions

Latest revision as of 08:30, 15 July 2024

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Mathematics(1 entry)