FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2955398635> ?p ?o ?g. }

• W2955398635 abstract "The present paper is devoted to the study of the well-posedness of BSDEs with mean reflection whenever the generator has quadratic growth in the $z$ argument. This work is the sequel of Briand et al. [BSDEs with mean reflection, arXiv:1605.06301] in which a notion of BSDEs with mean reflection is developed to tackle the super-hedging problem under running risk management constraints. By the contraction mapping argument, we first prove that the quadratic BSDE with mean reflection admits a unique deterministic flat local solution on a small time interval whenever the terminal value is bounded. Moreover, we build the global solution on the whole time interval by stitching local solutions when the generator is uniformly bounded with respect to the $y$ argument." @default.
• W2955398635 created "2019-07-12" @default.
• W2955398635 creator A5040645589 @default.
• W2955398635 creator A5045311107 @default.
• W2955398635 creator A5045344613 @default.
• W2955398635 creator A5071364536 @default.
• W2955398635 creator A5071760587 @default.
• W2955398635 date "2017-05-27" @default.
• W2955398635 modified "2023-10-17" @default.
• W2955398635 title "Quadratic BSDEs with mean reflection" @default.
• W2955398635 cites W1511896630 @default.
• W2955398635 cites W1846487531 @default.
• W2955398635 cites W195238294 @default.
• W2955398635 cites W2000492429 @default.
• W2955398635 cites W2018884111 @default.
• W2955398635 cites W2043380962 @default.
• W2955398635 cites W2064761583 @default.
• W2955398635 cites W2077159666 @default.
• W2955398635 cites W2078895915 @default.
• W2955398635 cites W2090929784 @default.
• W2955398635 cites W2126831439 @default.
• W2955398635 cites W2140171702 @default.
• W2955398635 cites W2140246586 @default.
• W2955398635 cites W2145258154 @default.
• W2955398635 cites W2405194164 @default.
• W2955398635 cites W2473912460 @default.
• W2955398635 cites W2591655259 @default.
• W2955398635 cites W2963357550 @default.
• W2955398635 doi "https://doi.org/10.48550/arxiv.1705.09852" @default.
• W2955398635 hasPublicationYear "2017" @default.
• W2955398635 type Work @default.
• W2955398635 sameAs 2955398635 @default.
• W2955398635 citedByCount "0" @default.
• W2955398635 crossrefType "posted-content" @default.
• W2955398635 hasAuthorship W2955398635A5040645589 @default.
• W2955398635 hasAuthorship W2955398635A5045311107 @default.
• W2955398635 hasAuthorship W2955398635A5045344613 @default.
• W2955398635 hasAuthorship W2955398635A5071364536 @default.
• W2955398635 hasAuthorship W2955398635A5071760587 @default.
• W2955398635 hasBestOaLocation W29553986351 @default.
• W2955398635 hasConcept C114614502 @default.
• W2955398635 hasConcept C121332964 @default.
• W2955398635 hasConcept C129844170 @default.
• W2955398635 hasConcept C134306372 @default.
• W2955398635 hasConcept C154945302 @default.
• W2955398635 hasConcept C163258240 @default.
• W2955398635 hasConcept C185592680 @default.
• W2955398635 hasConcept C195956108 @default.
• W2955398635 hasConcept C199360897 @default.
• W2955398635 hasConcept C202444582 @default.
• W2955398635 hasConcept C2524010 @default.
• W2955398635 hasConcept C2778067643 @default.
• W2955398635 hasConcept C2780992000 @default.
• W2955398635 hasConcept C28826006 @default.
• W2955398635 hasConcept C29081049 @default.
• W2955398635 hasConcept C33923547 @default.
• W2955398635 hasConcept C34388435 @default.
• W2955398635 hasConcept C41008148 @default.
• W2955398635 hasConcept C55493867 @default.
• W2955398635 hasConcept C55524764 @default.
• W2955398635 hasConcept C61445026 @default.
• W2955398635 hasConcept C62520636 @default.
• W2955398635 hasConcept C65682993 @default.
• W2955398635 hasConcept C98184364 @default.
• W2955398635 hasConceptScore W2955398635C114614502 @default.
• W2955398635 hasConceptScore W2955398635C121332964 @default.
• W2955398635 hasConceptScore W2955398635C129844170 @default.
• W2955398635 hasConceptScore W2955398635C134306372 @default.
• W2955398635 hasConceptScore W2955398635C154945302 @default.
• W2955398635 hasConceptScore W2955398635C163258240 @default.
• W2955398635 hasConceptScore W2955398635C185592680 @default.
• W2955398635 hasConceptScore W2955398635C195956108 @default.
• W2955398635 hasConceptScore W2955398635C199360897 @default.
• W2955398635 hasConceptScore W2955398635C202444582 @default.
• W2955398635 hasConceptScore W2955398635C2524010 @default.
• W2955398635 hasConceptScore W2955398635C2778067643 @default.
• W2955398635 hasConceptScore W2955398635C2780992000 @default.
• W2955398635 hasConceptScore W2955398635C28826006 @default.
• W2955398635 hasConceptScore W2955398635C29081049 @default.
• W2955398635 hasConceptScore W2955398635C33923547 @default.
• W2955398635 hasConceptScore W2955398635C34388435 @default.
• W2955398635 hasConceptScore W2955398635C41008148 @default.
• W2955398635 hasConceptScore W2955398635C55493867 @default.
• W2955398635 hasConceptScore W2955398635C55524764 @default.
• W2955398635 hasConceptScore W2955398635C61445026 @default.
• W2955398635 hasConceptScore W2955398635C62520636 @default.
• W2955398635 hasConceptScore W2955398635C65682993 @default.
• W2955398635 hasConceptScore W2955398635C98184364 @default.
• W2955398635 hasLocation W29553986351 @default.
• W2955398635 hasOpenAccess W2955398635 @default.
• W2955398635 hasPrimaryLocation W29553986351 @default.
• W2955398635 hasRelatedWork W2001195376 @default.
• W2955398635 hasRelatedWork W2093640203 @default.
• W2955398635 hasRelatedWork W2183762843 @default.
• W2955398635 hasRelatedWork W2533533075 @default.
• W2955398635 hasRelatedWork W2618728568 @default.
• W2955398635 hasRelatedWork W2746069356 @default.
• W2955398635 hasRelatedWork W2781624914 @default.
• W2955398635 hasRelatedWork W2950427476 @default.
• W2955398635 hasRelatedWork W2955398635 @default.

• next