Pages that link to "Item:Q1291953"
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The following pages link to Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type (Q1291953):
Displayed 21 items.
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier (Q2575557) (← links)
- A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415) (← links)
- <i>L</i><sup><i>p</i></sup>solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions (Q2803517) (← links)
- Reflected Backward SDEs with General Jumps (Q2811894) (← links)
- BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (Q2904313) (← links)
- Backward doubly SDEs and SPDEs with superlinear growth generators (Q2951892) (← links)
- A general strong law of large numbers for non-additive probabilities and its applications (Q2953561) (← links)
- Minimal supersolutions of convex BSDEs under constraints (Q2954231) (← links)
- Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529) (← links)
- Optimal stopping of expected profit and cost yields in an investment under uncertainty (Q3108371) (← links)
- <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
- OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH (Q3520538) (← links)
- General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general <i>g</i>-supermartingales (Q4584670) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748) (← links)
- On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782) (← links)
- The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps (Q5198520) (← links)
- Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
- An<i>S</i>-Related DCV Generated by a Convex Function in a Jump Market (Q5305276) (← links)
- L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (Q5389121) (← links)