scientific article

From MaRDI portal
Revision as of 14:43, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:2725614

zbMath0987.60009MaRDI QIDQ2725614

Leszek Slominski, Jean Mémin, François Coquet

Publication date: 10 June 2002

Full work available at URL: http://www.numdam.org/item?id=SPS_2001__35__306_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driverBackward stochastic differential equations with mean reflection and two constraintsStability of Doob-Meyer decomposition under extended convergenceA weak version of path-dependent functional Itô calculusDiscretizing Malliavin calculusFinite approximation schemes for Lévy processes, and their application to optimal stopping problemsBS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustnessWeak approximations for Wiener functionalsDiffusion approximations for periodically arriving expert opinions in a financial market with Gaussian driftNumerical methods for backward stochastic differential equations: a surveyExpansion of a filtration with a stochastic process: the information driftStability of backward stochastic differential equations: the general Lipschitz caseScaling limit for stochastic control problems in population dynamicsAll adapted topologies are equalExtending dynamic convex risk measures from discrete time to continuous time: a convergence approachSome examples and counterexamples of convergence of \(\sigma\)-algebras and filtrationsOn the robustness of backward stochastic differential equations.Invariance of statistical causality under convergenceStability of solutions of BSDEs with random terminal timeDiscretization of backward semilinear stochastic evolution equationsDiffusion approximations for randomly arriving expert opinions in a financial market with Gaussian driftOptimal Switching in Finite Horizon under State ConstraintsStability results for martingale representations: The general caseNumerical Method for Reflected Backward Stochastic Differential EquationsApproximation of BSDE with non Lipschitz coefficientEstimating processes in adapted Wasserstein distance




This page was built for publication: