SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Lp solutions of reflected BSDEs under monotonicity condition · Study

ArticleShelves

ArticleLp solutions of reflected BSDEs under monotonicity condition

Andrzej Rozkosz2012

OA

Articlebronze2012

Lp solutions of reflected BSDEs under monotonicity condition

Andrzej Rozkosz · Leszek Słomiński

29 citations·0/0 files stored·Stochastic Processes and their Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 29 citations exist upstream.

References

1999Continuous Martingales and Brownian Motion 1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 1992Stochastic Differential Utility 2000Backward stochastic differential equations and partial differential equations with quadratic growth 1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's 1992Asset Pricing with Stochastic Differential Utility 2003Lp solutions of backward stochastic differential equations

Cited by

2020Second order backward SDE with random terminal time

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Second order backward stochastic differential equations with quadratic growtharticle · 7 shared references 2004Nonlinear Expectations, Nonlinear Evaluations and Risk Measureschapter · 6 shared references 2006Backward stochastic Volterra integral equations and some related problemsarticle · 6 shared references 2005Reflected backward stochastic differential equations under monotonicity and general increasing growth conditionsarticle · 6 shared references 2012BSDEs with monotone generator and two irregular reflecting barriersarticle · 6 shared references 2011Lp-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONSarticle · 6 shared references

Details

Year2012

Typearticle

Published2012-08-09

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languagelv

Citations29

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.spa.2012.07.006

openalex_workW2020321486

Links

Imported from OpenAlex (CC0) — nothing here is generated.