On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (Q537139): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5897750 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
backward stochastic differential equations (BSDEs) | |||
| Property / zbMATH Keywords: backward stochastic differential equations (BSDEs) / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
nonlinear expectation | |||
| Property / zbMATH Keywords: nonlinear expectation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
time consistency | |||
| Property / zbMATH Keywords: time consistency / rank | |||
Normal rank | |||
Revision as of 10:19, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions |
scientific article |
Statements
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (English)
0 references
19 May 2011
0 references
backward stochastic differential equations (BSDEs)
0 references
nonlinear expectation
0 references
time consistency
0 references
