Stability results for martingale representations: The general case
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Publication:5240180
DOI10.1090/TRAN/7880zbMath1447.60059arXiv1806.01172OpenAlexW2806273612WikidataQ127843437 ScholiaQ127843437MaRDI QIDQ5240180
Antonis Papapantoleon, Alexandros Saplaouras, Dylan Possamaï
Publication date: 24 October 2019
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.01172
Skorokhod topologymartingale representationsstability resultspredictable representation propertyquasi left continuityvarying filtrations
Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Stochastic integrals (60H05) Foundations of stochastic processes (60G05)
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Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control ⋮ Numerical methods for backward stochastic differential equations: a survey ⋮ Stability of backward stochastic differential equations: the general Lipschitz case ⋮ Scaling limit for stochastic control problems in population dynamics ⋮ All adapted topologies are equal ⋮ Reflections on BSDEs ⋮ Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty ⋮ Stability results for martingale representations: The general case ⋮ Estimating processes in adapted Wasserstein distance
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