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  • Search: subject:"Semimartingale Convergence"
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Year of publication
Subject
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Nonlinear Expectations 2 Semimartingale Convergence 2 Supersolutions of Backward Stochastic Differential Equations 2 Analysis 1 Stochastischer Prozess 1 Theorie 1 Wirtschaft 1 nonlinear expectations 1 semimartingale convergence 1 supersolutions of backward stochastic differential equations 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
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Report 1 Working Paper 1
Language
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English 2 Undetermined 1
Author
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Heyne, Gregor 3 Kupper, Michael 3 Mainberger, Christoph 3
Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1
Source
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BASE 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
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Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators
Heyne, Gregor; Kupper, Michael; Mainberger, Christoph - 2011
We study the existence and uniqueness of minimal supersolutions of backward stochastic differential equations with generators that are jointly lower semicontinuous, bounded below by an affine function of the control variable and satisfy a specific normalization property.
Persistent link: https://www.econbiz.de/10009467129
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Cover Image
Minimal supersolutions of BSDEs with lower semicontinuous generations
Heyne, Gregor; Kupper, Michael; Mainberger, Christoph - 2011
We study the existence and uniqueness of minimal supersolutions of backward stochastic differential equations with generators that are jointly lower semicontinuous, bounded below by an affine function of the control variable and satisfy a specific normalization property.
Persistent link: https://www.econbiz.de/10010281563
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Cover Image
Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators
Heyne, Gregor; Kupper, Michael; Mainberger, Christoph - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011
We study the existence and uniqueness of minimal supersolutions of backward stochastic differential equations with generators that are jointly lower semicontinuous, bounded below by an affine function of the control variable and satisfy a specific normalization property.
Persistent link: https://www.econbiz.de/10010607152
Saved in:
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