Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution (Q6157008): Difference between revisions

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scientific article; zbMATH DE number 7697549

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English	Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution	scientific article; zbMATH DE number 7697549

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instance of

scholarly article

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title

Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution (English)

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Stochastic Processes and their Applications

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publication date

19 June 2023

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full work available at URL

https://arxiv.org/abs/2103.07536

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zbMATH Keywords

backward stochastic differential equations

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general filtration

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global solutions

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MaRDI profile type

MaRDI publication profile

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cites work

Backward stochastic differential equations associated to a symmetric Markov process

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Backward stochastic differential equations and integral-partial differential equations

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Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales

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Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities

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Q3415147

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Lévy matters III. Lévy-type processes: construction, approximation and sample path properties

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Mean-field backward stochastic differential equations and related partial differential equations

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BSE's, BSDE's and fixed-point problems

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Existence, uniqueness and comparisons for BSDEs in general spaces

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\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions

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Q4778955

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Reflected BSDEs on filtered probability spaces

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Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations

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BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration

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Backward stochastic dynamics on a filtered probability space

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Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance

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Q4269108

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Q4379369

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Q4263364

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Adapted solution of a backward stochastic differential equation

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Anticipated backward stochastic differential equations

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

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Q4435813

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BSDEs with jumps, optimization and applications to dynamic risk measures

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Backward stochastic differential equations with jumps and related nonlinear expectations

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Backward SDEs and Cauchy problem for semilinear equations in divergence form

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On solutions of backward stochastic differential equations with jumps and applications

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The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications

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Identifiers

zbMATH Open document ID

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10.1016/j.spa.2023.04.011

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6157008

@@ Property / cites work @@
+Backward stochastic differential equations associated to a symmetric Markov process
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales
+Normal rank
@@ Property / cites work @@
+Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities
+Normal rank
@@ Property / cites work @@
+Q3415147
@@ Property / cites work: Q3415147 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
+Normal rank
@@ Property / cites work @@
+Mean-field backward stochastic differential equations and related partial differential equations
+Normal rank
@@ Property / cites work @@
+BSE's, BSDE's and fixed-point problems
@@ Property / cites work: BSE's, BSDE's and fixed-point problems / rank @@
+Normal rank
@@ Property / cites work @@
+Existence, uniqueness and comparisons for BSDEs in general spaces
+Normal rank
@@ Property / cites work @@
+\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs on filtered probability spaces
@@ Property / cites work: Reflected BSDEs on filtered probability spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations
+Normal rank
@@ Property / cites work @@
+BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
+Normal rank
@@ Property / cites work @@
+Backward stochastic dynamics on a filtered probability space
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
+Normal rank
@@ Property / cites work @@
+Q4269108
@@ Property / cites work: Q4269108 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4379369
@@ Property / cites work: Q4379369 / rank @@
+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 @@
+Anticipated backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs with jumps, optimization and applications to dynamic risk measures
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with jumps and related nonlinear expectations
+Normal rank
@@ Property / cites work @@
+Backward SDEs and Cauchy problem for semilinear equations in divergence form
+Normal rank
@@ Property / cites work @@
+On solutions of backward stochastic differential equations with jumps and applications
+Normal rank
@@ Property / cites work @@
+The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
+Normal rank