Matches in SemOpenAlex for { <https://semopenalex.org/work/W3048097673> ?p ?o ?g. }
- W3048097673 abstract "Motivated by an equilibrium problem, we establish the existence of a solution for a family of Markovian backward stochastic differential equations with quadratic nonlinearity and discontinuity in Z. Using unique continuation and backward uniqueness, we show that the set of discontinuity has measure zero. In a continuous-time stochastic model of an endowment economy, we prove the existence of an incomplete Radner equilibrium with nondegenerate endogenous volatility." @default.
- W3048097673 created "2020-08-13" @default.
- W3048097673 creator A5025297394 @default.
- W3048097673 creator A5068974015 @default.
- W3048097673 creator A5088415087 @default.
- W3048097673 date "2022-10-01" @default.
- W3048097673 modified "2023-10-17" @default.
- W3048097673 title "Radner equilibrium and systems of quadratic BSDEs with discontinuous generators" @default.
- W3048097673 cites W1480719310 @default.
- W3048097673 cites W1491984866 @default.
- W3048097673 cites W1504679581 @default.
- W3048097673 cites W1511896630 @default.
- W3048097673 cites W1523024486 @default.
- W3048097673 cites W1531963731 @default.
- W3048097673 cites W1542828544 @default.
- W3048097673 cites W1638146841 @default.
- W3048097673 cites W1681361535 @default.
- W3048097673 cites W1824218177 @default.
- W3048097673 cites W1965138785 @default.
- W3048097673 cites W1966142628 @default.
- W3048097673 cites W1967882544 @default.
- W3048097673 cites W1976762944 @default.
- W3048097673 cites W1978741530 @default.
- W3048097673 cites W1979434847 @default.
- W3048097673 cites W1983044854 @default.
- W3048097673 cites W1983724206 @default.
- W3048097673 cites W1992301721 @default.
- W3048097673 cites W2003331624 @default.
- W3048097673 cites W2011270618 @default.
- W3048097673 cites W2014649206 @default.
- W3048097673 cites W2018884111 @default.
- W3048097673 cites W2024081271 @default.
- W3048097673 cites W2028091342 @default.
- W3048097673 cites W2033949831 @default.
- W3048097673 cites W2041714615 @default.
- W3048097673 cites W2051926666 @default.
- W3048097673 cites W2058367699 @default.
- W3048097673 cites W2070504031 @default.
- W3048097673 cites W2072685235 @default.
- W3048097673 cites W2077033269 @default.
- W3048097673 cites W2078895915 @default.
- W3048097673 cites W2085921661 @default.
- W3048097673 cites W2101478350 @default.
- W3048097673 cites W2103691839 @default.
- W3048097673 cites W2112369151 @default.
- W3048097673 cites W2126831439 @default.
- W3048097673 cites W2127541351 @default.
- W3048097673 cites W2135378292 @default.
- W3048097673 cites W2138425054 @default.
- W3048097673 cites W2146284189 @default.
- W3048097673 cites W2154216738 @default.
- W3048097673 cites W2156345381 @default.
- W3048097673 cites W2157883119 @default.
- W3048097673 cites W2530211958 @default.
- W3048097673 cites W2801818840 @default.
- W3048097673 cites W2915041326 @default.
- W3048097673 cites W2962825657 @default.
- W3048097673 cites W2962833565 @default.
- W3048097673 cites W2963357550 @default.
- W3048097673 cites W2963571471 @default.
- W3048097673 cites W2964042010 @default.
- W3048097673 cites W2966268874 @default.
- W3048097673 cites W3004233135 @default.
- W3048097673 cites W3098757979 @default.
- W3048097673 cites W3099902175 @default.
- W3048097673 cites W3101389313 @default.
- W3048097673 cites W3102802668 @default.
- W3048097673 cites W3121969251 @default.
- W3048097673 cites W3122412741 @default.
- W3048097673 cites W3123091826 @default.
- W3048097673 cites W3123594964 @default.
- W3048097673 cites W3125548106 @default.
- W3048097673 cites W4249403668 @default.
- W3048097673 cites W84621801 @default.
- W3048097673 doi "https://doi.org/10.1214/21-aap1765" @default.
- W3048097673 hasPublicationYear "2022" @default.
- W3048097673 type Work @default.
- W3048097673 sameAs 3048097673 @default.
- W3048097673 citedByCount "1" @default.
- W3048097673 countsByYear W30480976732021 @default.
- W3048097673 crossrefType "journal-article" @default.
- W3048097673 hasAuthorship W3048097673A5025297394 @default.
- W3048097673 hasAuthorship W3048097673A5068974015 @default.
- W3048097673 hasAuthorship W3048097673A5088415087 @default.
- W3048097673 hasBestOaLocation W30480976732 @default.
- W3048097673 hasConcept C105795698 @default.
- W3048097673 hasConcept C121332964 @default.
- W3048097673 hasConcept C129844170 @default.
- W3048097673 hasConcept C134306372 @default.
- W3048097673 hasConcept C144237770 @default.
- W3048097673 hasConcept C149782125 @default.
- W3048097673 hasConcept C158622935 @default.
- W3048097673 hasConcept C159886148 @default.
- W3048097673 hasConcept C199360897 @default.
- W3048097673 hasConcept C2524010 @default.
- W3048097673 hasConcept C2777021972 @default.
- W3048097673 hasConcept C2777042112 @default.
- W3048097673 hasConcept C28826006 @default.
- W3048097673 hasConcept C33923547 @default.
- W3048097673 hasConcept C41008148 @default.