Pages that link to "Item:Q287748"
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The following pages link to A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems (Q287748):
Displaying 11 items.
- A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- Perron’s method for viscosity solutions of semilinear path dependent PDEs (Q4584673) (← links)
- On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782) (← links)
- European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
- Pollution Regulation for Electricity Generators in a Transmission Network (Q6042791) (← links)
- A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times (Q6072905) (← links)
- Dynamic programming approach to reflected backward stochastic differential equations (Q6177510) (← links)
- Principal-multiagents problem under equivalent changes of measure: general study and an existence result (Q6615511) (← links)
