L^p-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
From MaRDI portal
Publication:6883571
Cites work
- LpSolutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients
- \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps
- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration
- \(\mathbb{L}^p\)-solutions of backward stochastic differential equations with default time
- \(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators
- L^p (p 1) solutions of multidimensional BSDEs with monotone generators in general time intervals
- L^p solutions of backward stochastic differential equations.
- L^p-solution for BSDEs driven by a Lévy process
- \(L^p\)-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'
- A class of BSDE with integrable parameters
- Adapted solution of a backward stochastic differential equation
- Backward equations, stochastic control and zero-sum stochastic differential games
- Backward Stochastic Differential Equations Driven By Càdlàg Martingales
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations with locally Lipschitz coefficient
- Backward stochastic dynamics on a filtered probability space
- Backwards SDE with random terminal time and applications to semilinear elliptic PDE
- BSDEs under partial information and financial applications
- BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
- BSDEs with random default time and related zero-sum stochastic differential games
- Completeness of security markets and solvability of linear backward stochastic differential equations
- Conjugate convex functions in optimal stochastic control
- Construction and analysis of a sticky reflected distorted Brownian motion
- Dirichlet forms and semilinear elliptic equations with measure data
- Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
- Existence and uniqueness of multidimensional BSDEs and of systems of degenerate PDEs with superlinear growth generator
- Generalized backward stochastic differential equations with jumps in a general filtration
- Generalized BSDE driven by a Lévy process
- Generalized BSDEs and nonlinear Neumann boundary value problems
- Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients
- GKW representation theorem under restricted information. An application to risk-minimization
- scientific article; zbMATH DE number 140601 (Why is no real title available?)
- scientific article; zbMATH DE number 1341816 (Why is no real title available?)
- scientific article; zbMATH DE number 503133 (Why is no real title available?)
- scientific article; zbMATH DE number 1066313 (Why is no real title available?)
- scientific article; zbMATH DE number 1066318 (Why is no real title available?)
- scientific article; zbMATH DE number 1066324 (Why is no real title available?)
- scientific article; zbMATH DE number 2006037 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- scientific article; zbMATH DE number 1396448 (Why is no real title available?)
- Immersion property and credit risk modelling
- Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions
- Progressive enlargement of filtrations with initial times
- Stochastic differential equations for sticky Brownian motion
- Stochastic differential equations with reflecting boundary conditions
- Stochastic differential equations, backward SDEs, partial differential equations
- Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators
This page was built for publication: \(\mathbb{L}^p\)-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6883571)
