On<i>g</i>−evaluations with domains under jump filtration (Q4607789)
From MaRDI portal
scientific article; zbMATH DE number 6850128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On<i>g</i>−evaluations with domains under jump filtration |
scientific article; zbMATH DE number 6850128 |
Statements
On<i>g</i>−evaluations with domains under jump filtration (English)
0 references
14 March 2018
0 references
backward stochastic differential equation with jumps
0 references
\(\mathbb{L}^p\) solutions
0 references
\(g\)-evaluation
0 references
\(g\)-expectation
0 references
optional sampling
0 references
upcrossing inequality
0 references
Doob-Meyer decomposition
0 references
generator representation
0 references
reverse comparision theorem of BSDEJs
0 references
Jensen inequality
0 references
