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 50 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)
- General results on precise asymptotics under sub-linear expectations (Q2668937) (← links)
- Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration (Q2671494) (← links)
- Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (Q2685236) (← links)
- Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← 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)
- A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
- Strong convergence for weighted sums of END random variables under the sub-linear expectations (Q5039820) (← links)
- (Q5043153) (← links)
- A representation for filtration-consistent nonlinear expectations and its application (Q5055194) (← links)
- A strong law of large numbers for independent random variables under non-additive probabilities (Q5078021) (← links)
- Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations (Q5078422) (← links)
- Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations (Q5079062) (← links)
- Representation of filtration-consistent nonlinear expectation by <i>g</i>-expectation in general framework (Q5079171) (← links)
- Optimal stochastic impulse control with random coefficients and execution delay (Q5085830) (← links)
- Reflected backward doubly stochastic differential equations with discontinuous barrier (Q5086528) (← links)
- On a switching control problem with càdlàg costs (Q5086897) (← links)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
- (Q5147416) (← links)
- A complete convergence theorem for weighted sums under the sub-linear expectations (Q5158206) (← links)
- The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps (Q5198520) (← links)
- Mean-field optimal multi-modes switching problem: A balance sheet (Q5228828) (← 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)
- (Q5856511) (← links)
- Exponential inequalities under sub-linear expectations with applications to strong law of large numbers (Q5863661) (← links)
- Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations (Q5864802) (← links)
- Complete convergence for arrays of row-wise ND random variables under sub-linear expectations (Q5866058) (← links)
- One dimensional reflected BSDEs with two barriers under logarithmic growth and applications (Q5871413) (← links)
- Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
- Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations (Q6044200) (← links)
- A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times (Q6072905) (← links)
- Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
- Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process (Q6105320) (← links)