A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations |
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A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (English)
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1 June 2018
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backward SDE
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supersolution
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Doob-Meyer decomposition
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reflected backward SDE
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