Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers typeShige Peng A1999-03-01articleProbability Theory and Related Fields347 citationsbronzeNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsEconomic theories and modelsFuzzy Systems and OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 347 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities1973Theory of Rational Option Pricing2005Theory of rational option pricing1990Adapted solution of a backward stochastic differential equation1992Stochastic Differential Utility1989Brownian Motion and Stochastic Calculus.1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's1995Dynamic Programming and Pricing of Contingent Claims in an Incomplete MarketCited by2004Nonlinear Expectations, Nonlinear Evaluations and Risk Measures2006Backward stochastic differential equations with jumps and related non-linear expectations2002Filtration-consistent nonlinear expectations and related g-expectations2009Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations2012ANTICIPATED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 12010Martingale representation theorem for the G -expectation2005Dynamic exponential utility indifference valuation2009Anticipated backward stochastic differential equations