Stability results for martingale representations: The general case
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Publication:5240180
DOI10.1090/tran/7880zbMath1447.60059arXiv1806.01172OpenAlexW2806273612WikidataQ127843437 ScholiaQ127843437MaRDI QIDQ5240180
Antonis Papapantoleon, Alexandros Saplaouras, Dylan Possamaï
Publication date: 24 October 2019
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.01172
Skorokhod topologymartingale representationsstability resultspredictable representation propertyquasi left continuityvarying filtrations
Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Stochastic integrals (60H05) Foundations of stochastic processes (60G05)
Related Items (8)
Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control ⋮ Numerical methods for backward stochastic differential equations: a survey ⋮ Stability of backward stochastic differential equations: the general Lipschitz case ⋮ Scaling limit for stochastic control problems in population dynamics ⋮ All adapted topologies are equal ⋮ Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty ⋮ Stability results for martingale representations: The general case ⋮ Estimating processes in adapted Wasserstein distance
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