Reflected BSDEs on filtered probability spaces (Q491186)

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Language	Label	Description	Also known as
English	Reflected BSDEs on filtered probability spaces	scientific article

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scholarly article

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Reflected BSDEs on filtered probability spaces (English)

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zbMATH Open document ID

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10.1016/j.spa.2015.06.006

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Tomasz Klimsiak

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Stochastic Processes and their Applications

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publication date

24 August 2015

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full work available at URL

https://arxiv.org/abs/1408.5598

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

backward stochastic differential equations

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filtered probability spaces

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\(L^p\) data

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MaRDI profile type

MaRDI publication profile

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\(L^p\) solutions of backward stochastic differential equations.

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Existence, uniqueness and comparisons for BSDEs in general spaces

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The multiplicity of an increasing family of \(\sigma\)-fields

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Reflected BSDE's with discontinuous barrier and application

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BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game

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L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

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BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game

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Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)

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Reflected BSDEs with monotone generator

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BSDEs with monotone generator and two irregular reflecting barriers

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Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations

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Dirichlet forms and semilinear elliptic equations with measure data

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Semilinear elliptic equations with measure data and quasi-regular Dirichlet forms

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Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions

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Reflected backward stochastic differential equations with two RCLL barriers

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Backward stochastic dynamics on a filtered probability space

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Chaotic and predictable representations for Lévy processes.

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Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance

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Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type

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The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles

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\(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition

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Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps

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mardi Publication:491186

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