Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284)
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scientific article; zbMATH DE number 7043103
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| English | Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains |
scientific article; zbMATH DE number 7043103 |
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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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0.8786537647247314
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0.8641203045845032
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0.8606715202331543
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0.8564566969871521
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0.8525072932243347
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