A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415): Difference between revisions

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+BSDE with quadratic growth and unbounded terminal value
+Normal rank
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+Quadratic BSDEs with convex generators and unbounded terminal conditions
+Normal rank
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+Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
+Normal rank
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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+Utility maximization in incomplete markets
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+Normal rank
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+Backward stochastic differential equations driven by \(G\)-Brownian motion
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+On pathwise stochastic integration
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+Normal rank
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+Continuous exponential martingales and BMO
@@ Property / cites work: Continuous exponential martingales and BMO / rank @@
+Normal rank
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
+Normal rank
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+On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis
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+Second order reflected backward stochastic differential equations
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+ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL
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+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
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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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+Second order backward stochastic differential equations with quadratic growth
+Normal rank
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+Martingale representation theorem for the \(G\)-expectation
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+Quasi-sure stochastic analysis through aggregation
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+Wellposedness of second order backward SDEs
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+Normal rank
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+Dual formulation of second order target problems
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+Q3862204
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+Normal rank
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+Solvability of backward stochastic differential equations with quadratic growth
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