Matches in SemOpenAlex for { <https://semopenalex.org/work/W2969521610> ?p ?o ?g. }
Showing items 1 to 71 of
71
with 100 items per page.
- W2969521610 abstract "We study the well-posedness of general reflected BSDEs driven by a continuous martingale, when the coefficient f of the driver has at most quadratic growth in the control variable Z, with a bounded terminal condition and a lower obstacle which is bounded above. We obtain the basic results in this setting : comparison and uniqueness, existence, stability. For the comparison theorem and the special comparison theorem for reflected BSDEs (which allows one to compare the increasing processes of two solutions), we give intrinsic proofs which do not rely on the comparison theorem for standard BSDEs. This allows to obtain the special comparison theorem under minimal assumptions. We obtain existence by using the fixed point theorem and then a series of perturbations, first in the case where f is Lipschitz in the primary variable Y, and then in the case where f can have slightly-superlinear growth and the case where f is monotonous in Y with arbitrary growth. We also obtain a local Lipschitz estimate in BMO for the martingale part of the solution." @default.
- W2969521610 created "2019-08-29" @default.
- W2969521610 creator A5027655318 @default.
- W2969521610 date "2013-05-06" @default.
- W2969521610 modified "2023-09-26" @default.
- W2969521610 title "Some results on general quadratic reflected BSDEs" @default.
- W2969521610 hasPublicationYear "2013" @default.
- W2969521610 type Work @default.
- W2969521610 sameAs 2969521610 @default.
- W2969521610 citedByCount "0" @default.
- W2969521610 crossrefType "posted-content" @default.
- W2969521610 hasAuthorship W2969521610A5027655318 @default.
- W2969521610 hasConcept C108710211 @default.
- W2969521610 hasConcept C129844170 @default.
- W2969521610 hasConcept C134306372 @default.
- W2969521610 hasConcept C195956108 @default.
- W2969521610 hasConcept C202444582 @default.
- W2969521610 hasConcept C206929604 @default.
- W2969521610 hasConcept C22324862 @default.
- W2969521610 hasConcept C2524010 @default.
- W2969521610 hasConcept C2777021972 @default.
- W2969521610 hasConcept C2779396167 @default.
- W2969521610 hasConcept C28826006 @default.
- W2969521610 hasConcept C33923547 @default.
- W2969521610 hasConcept C34388435 @default.
- W2969521610 hasConcept C45962547 @default.
- W2969521610 hasConcept C48406656 @default.
- W2969521610 hasConcept C58435881 @default.
- W2969521610 hasConceptScore W2969521610C108710211 @default.
- W2969521610 hasConceptScore W2969521610C129844170 @default.
- W2969521610 hasConceptScore W2969521610C134306372 @default.
- W2969521610 hasConceptScore W2969521610C195956108 @default.
- W2969521610 hasConceptScore W2969521610C202444582 @default.
- W2969521610 hasConceptScore W2969521610C206929604 @default.
- W2969521610 hasConceptScore W2969521610C22324862 @default.
- W2969521610 hasConceptScore W2969521610C2524010 @default.
- W2969521610 hasConceptScore W2969521610C2777021972 @default.
- W2969521610 hasConceptScore W2969521610C2779396167 @default.
- W2969521610 hasConceptScore W2969521610C28826006 @default.
- W2969521610 hasConceptScore W2969521610C33923547 @default.
- W2969521610 hasConceptScore W2969521610C34388435 @default.
- W2969521610 hasConceptScore W2969521610C45962547 @default.
- W2969521610 hasConceptScore W2969521610C48406656 @default.
- W2969521610 hasConceptScore W2969521610C58435881 @default.
- W2969521610 hasLocation W29695216101 @default.
- W2969521610 hasOpenAccess W2969521610 @default.
- W2969521610 hasPrimaryLocation W29695216101 @default.
- W2969521610 hasRelatedWork W175486093 @default.
- W2969521610 hasRelatedWork W1839953604 @default.
- W2969521610 hasRelatedWork W2003793310 @default.
- W2969521610 hasRelatedWork W202262054 @default.
- W2969521610 hasRelatedWork W2128921863 @default.
- W2969521610 hasRelatedWork W2153055396 @default.
- W2969521610 hasRelatedWork W2155987261 @default.
- W2969521610 hasRelatedWork W2268864898 @default.
- W2969521610 hasRelatedWork W2292944089 @default.
- W2969521610 hasRelatedWork W2562855676 @default.
- W2969521610 hasRelatedWork W2579587423 @default.
- W2969521610 hasRelatedWork W2602567891 @default.
- W2969521610 hasRelatedWork W2753368163 @default.
- W2969521610 hasRelatedWork W2781624914 @default.
- W2969521610 hasRelatedWork W2941879417 @default.
- W2969521610 hasRelatedWork W2950375352 @default.
- W2969521610 hasRelatedWork W2950986828 @default.
- W2969521610 hasRelatedWork W2952794964 @default.
- W2969521610 hasRelatedWork W2963491218 @default.
- W2969521610 hasRelatedWork W847923931 @default.
- W2969521610 isParatext "false" @default.
- W2969521610 isRetracted "false" @default.
- W2969521610 magId "2969521610" @default.
- W2969521610 workType "article" @default.