Stability results for martingale representations: The general case (Q5240180)

scientific article; zbMATH DE number 7121894

Language	Label	Description	Also known as
English	Stability results for martingale representations: The general case	scientific article; zbMATH DE number 7121894

Statements

instance of

scholarly article

0 references

title

Stability results for martingale representations: The general case (English)

0 references

author

Antonis Papapantoleon

0 references

Dylan Possamaï

0 references

Alexandros Saplaouras

0 references

published in

Transactions of the American Mathematical Society

0 references

publication date

24 October 2019

0 references

full work available at URL

https://arxiv.org/abs/1806.01172

0 references

zbMATH Keywords

martingale representations

0 references

stability results

0 references

varying filtrations

0 references

quasi left continuity

0 references

predictable representation property

0 references

Skorokhod topology

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Q5386174

0 references

Filtration stability of backward sde's

0 references

Q3482640

0 references

Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs

0 references

Closedness results for BMO semi-martingales and application to quadratic BSDEs

0 references

Q3415147

0 references

Donsker-type theorem for BSDEs

0 references

On the robustness of backward stochastic differential equations.

0 references

BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness

0 references

Stochastic Calculus and Applications

0 references

On the convergence of Dirichlet processes

0 references

Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration

0 references

Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration''

0 references

Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations

0 references

Q2725614

0 references

Q4263612

0 references

Q4318656

0 references

Weighted norm inequalities and hedging in incomplete markets

0 references

Q3957682

0 references

Q3957683

0 references

Real Analysis and Probability

0 references

From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup>

0 references

Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques

0 references

Q4195713

0 references

Q5711199

0 references

Q4274285

0 references

Convergence in distribution and Skorokhod convergence for the general theory of processes

0 references

Calcul stochastique et problèmes de martingales

0 references

Q4778955

0 references

Explicit form and robustness of martingale representations.

0 references

Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)

0 references

PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING

0 references

Weak limit theorems for stochastic integrals and stochastic differential equations

0 references

Q4895006

0 references

Weak approximations for Wiener functionals

0 references

Weak differentiability of Wiener functionals and occupation times

0 references

A weak version of path-dependent functional Itô calculus

0 references

Q3862797

0 references

Q3135095

0 references

Numerical method for backward stochastic differential equations

0 references

Q3713265

0 references

S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales

0 references

Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver

0 references

Espaces de semi martingales et changement de probabilit�

0 references

Stability of Doob-Meyer decomposition under extended convergence

0 references

Q4174024

0 references

44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010

0 references

Q4311840

0 references

Föllmer-Schweizer decomposition and mean-variance hedging for general claims

0 references

On Embedding Right Continuous Martingales in Brownian Motion

0 references

Existence and uniqueness results for BSDE with jumps: the whole nine yards

0 references

Stability results for martingale representations: The general case

0 references

Q5710724

0 references

Weak approximation of second-order BSDEs

0 references

? p stability of solutions of stochastic differential equations

0 references

Approximations of solutions of stochastic differential equations driven by semimartingales

0 references

Variance-Optimal Hedging in Discrete Time

0 references

Stability of strong solutions of stochastic differential equations

0 references

Within and beyond the reach of Brownian innovation

0 references

Q4172714

0 references

Identifiers

zbMATH Open document ID

1447.60059

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5240180