Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains |
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Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (English)
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27 March 2019
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backward stochastic differential equations with jumps
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\(\mathbb{L}^p\) solutions
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\(g\)-expectations
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nonlinear expectations consistent with jump filtration
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optional sampling
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Doob-Meyer decomposition
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representation theorem
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