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