Pages that link to "Item:Q1291953"
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The following pages link to Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type (Q1291953):
Displayed 46 items.
- Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- A generalized existence theorem of backward doubly stochastic differential equations (Q606303) (← links)
- Reflected BSDE with a constraint and its applications in an incomplete market (Q637071) (← links)
- Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form (Q655320) (← links)
- Dynamical evaluations (Q704247) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712) (← links)
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
- Reflected BSDE driven by a Lévy process (Q842401) (← links)
- Uniqueness result for the BSDE whose generator is monotonic in \(y\) and uniformly continuous in \(z\) (Q847111) (← links)
- Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
- RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702) (← links)
- Switching problem and related system of reflected backward SDEs (Q963029) (← links)
- Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
- On Jensen's inequality and Hölder's inequality for \(g\)-expectation (Q974648) (← links)
- Stochastic impulse control of non-Markovian processes (Q989967) (← links)
- Maximal inequalities for \(g\)-martingales (Q1017811) (← links)
- Lenglart domination inequalities for \(g\)-expectations (Q1036610) (← links)
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
- Nonlinear Doob-Meyer decomposition with jumps. (Q1566019) (← links)
- Nonlinear Doob-Meyer decomposition for general filtration (Q1566053) (← links)
- Smallest \(g\)-supersolution with constraint (Q1589807) (← links)
- Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient (Q1612975) (← links)
- BSDEs with two reflecting barriers: the general result (Q1779993) (← links)
- Choquet expectation and Peng's \(g\)-expectation (Q1781180) (← links)
- A general downcrossing inequality for \(g\)-martingales (Q1971382) (← links)
- Anticipated backward stochastic differential equations (Q2270604) (← links)
- Reflected backward stochastic differential equation with jumps and RCLL obstacle (Q2378594) (← links)
- Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
- A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations (Q2431046) (← links)
- Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures (Q2476405) (← links)
- A comonotonic theorem for BSDEs (Q2485815) (← links)
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier (Q2575557) (← links)
- Optimal stopping of expected profit and cost yields in an investment under uncertainty (Q3108371) (← links)
- <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
- OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH (Q3520538) (← links)
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748) (← links)
- The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps (Q5198520) (← links)
- An<i>S</i>-Related DCV Generated by a Convex Function in a Jump Market (Q5305276) (← links)
- L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (Q5389121) (← links)