Pages that link to "Item:Q287748"
From MaRDI portal
The following pages link to A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems (Q287748):
Displaying 7 items.
- A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- Pollution Regulation for Electricity Generators in a Transmission Network (Q6042791) (← links)
- A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times (Q6072905) (← links)
- Dynamic programming approach to reflected backward stochastic differential equations (Q6177510) (← links)