L^p-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting
From MaRDI portal
Publication:2116478
Recommendations
- On comparison theorem and solutions of BSDEs for Lévy processess
- Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
- Generalized BSDE for Lévy processes under stochastic monotone conditions
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
- \(L^{p} (p>1)\) solutions of backward stochastic differential equations with monotonic and uniformly continuous generators
Cites work
- scientific article; zbMATH DE number 3633481 (Why is no real title available?)
- scientific article; zbMATH DE number 481040 (Why is no real title available?)
- scientific article; zbMATH DE number 1066324 (Why is no real title available?)
- scientific article; zbMATH DE number 1099342 (Why is no real title available?)
- scientific article; zbMATH DE number 2006037 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- Adapted solution of a backward stochastic differential equation
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
- BSDE with jumps and non-Lipschitz coefficients: application to large deviations
- BSDEs and applications
- BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
- BSDEs with polynomial growth generators
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations and partial differential equations with quadratic growth.
- Backward stochastic differential equations with jumps and related nonlinear expectations
- Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case
- Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
- Functionals of a Lévy process on canonical and generic probability spaces
- Lévy Processes and Stochastic Calculus
- Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
- On maximal inequalities for purely discontinuous martingales in infinite dimensions
- The Extension of Measurable Functions
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
- Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values
- Utility maximization in a jump market model
- \(L^p\) solutions of backward stochastic differential equations.
- \(L^p\)-solution for BSDEs with jumps in the case \(p<2\): Corrections to the paper `BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration'
- \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps
Cited in
(5)- $L^p$-Solutions and Comparison Results for L\'evy Driven BSDEs in a Monotonic, General Growth Setting
- On comparison theorem and solutions of BSDEs for Lévy processess
- BSDEs with monotone generator driven by time-changed Lévy noises
- \(L^p\)-solution for BSDEs driven by a Lévy process
- Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
This page was built for publication: \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2116478)
