scientific article
From MaRDI portal
Publication:3860572
zbMath0425.60037MaRDI QIDQ3860572
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (16)
On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples ⋮ On exponential local martingales associated with strong Markov continuous local martingales ⋮ Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator ⋮ A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem ⋮ A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations ⋮ Asymptotic expansion for forward-backward SDEs with jumps ⋮ Changes of law, martingales and the conditioned square function ⋮ An extension of the mixed Novikov–Kazamaki condition ⋮ Ong−evaluations with domains under jump filtration ⋮ Anticipated backward SDEs with jumps and quadratic-exponential growth drivers ⋮ Progressive enlargement of filtrations and backward stochastic differential equations with jumps ⋮ 𝕃p solutions of reflected backward stochastic differential equations with jumps ⋮ Transformation of H p -martingales by a change of law ⋮ Uniform integrability of continuous exponential martingales ⋮ Necessary and sufficient conditions for the uniform integrability of the stochastic exponential ⋮ Numerical simulation of quadratic BSDEs
This page was built for publication: