Ong−evaluations with domains under jump filtration

DOI10.1080/07362994.2017.1372782zbMath1382.60085OpenAlexW2782415891MaRDI QIDQ4607789

Song Yao

Publication date: 14 March 2018

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2017.1372782

zbMATH Keywords

Doob-Meyer decomposition\(g\)-expectationupcrossing inequalityJensen inequalitybackward stochastic differential equation with jumps\(g\)-evaluationoptional sampling\(\mathbb{L}^p\) solutionsgenerator representationreverse comparision theorem of BSDEJs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (L^p)-limit theorems (60F25)

Related Items

𝕃^p solutions of reflected backward stochastic differential equations with jumps

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