scientific article
From MaRDI portal
Publication:3862800
zbMath0427.60045MaRDI QIDQ3862800
Publication date: 1980
Full work available at URL: http://www.numdam.org/item?id=SPS_1980__14__500_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Stochastic integrals (60H05)
Related Items (30)
Merton's Optimal Investment Problem with Jump Signals ⋮ A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations ⋮ Predictable solution for reflected BSDEs when the obstacle is not right-continuous ⋮ Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition ⋮ Reflected backward doubly stochastic differential equations with discontinuous barrier ⋮ On comparison theorem for optional SDEs via local times and applications ⋮ On linear stochastic equations of optional semimartingales and their applications ⋮ On reflection with two-sided jumps ⋮ A comparison theorem for stochastic equations of optional semimartingales ⋮ Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration ⋮ BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient ⋮ Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle ⋮ Reflected BSDEs with regulated trajectories ⋮ Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process ⋮ RBDSDEs with jumps and optional Barrier and mean field game with common noise ⋮ Characteristics and Constructions of Default Times ⋮ Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions ⋮ Sur le retournement du temps ⋮ Reflected BSDEs with optional barrier in a general filtration ⋮ On reflected stochastic differential equations driven by regulated semimartingales ⋮ Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment ⋮ Stochastic control for a class of nonlinear kernels and applications ⋮ Monotonic limit theorem for BSDEs with regulated trajectories ⋮ The fundamental theorem of asset pricing under transaction costs ⋮ Optimal stopping with \(f\)-expectations: the irregular case ⋮ On a stochastic representation theorem for Meyer-measurable processes ⋮ Reflected BSDEs when the obstacle is not right-continuous in a general filtration ⋮ Characterisation of honest times and optional semimartingales of class-\((\Sigma)\) ⋮ Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem ⋮ Doubly reflected backward stochastic differential equations in the predictable setting
This page was built for publication: