Pages that link to "Item:Q1291953"

The following pages link to Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type (Q1291953):

Displaying 50 items.

• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications (Q294511) (← links)
• Strong laws of large numbers for sub-linear expectations (Q295129) (← links)
• \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236) (← links)
• Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition (Q323988) (← links)
• An existence theorem for multidimensional BSDEs with mixed reflections (Q338066) (← links)
• Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
• Jensen's inequality for generalized Peng's \(g\)-expectations and its applications (Q370129) (← links)
• Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (Q388750) (← links)
• Second order reflected backward stochastic differential equations (Q389069) (← links)
• BSDEs with monotone generator and two irregular reflecting barriers (Q390828) (← links)
• Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
• 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)
• Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
• A two-mode mean-field optimal switching problem for the full balance sheet (Q462408) (← links)
• Reflected BSDEs on filtered probability spaces (Q491186) (← links)
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm (Q525907) (← 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)
• \(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition (Q713208) (← links)
• A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712) (← links)
• Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← 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)
• Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
• A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
• Superhedging under ratio constraint (Q1657512) (← links)
• Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
• Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form (Q1670266) (← links)
• On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)