Pages that link to "Item:Q660368"

The following pages link to 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368):

Displaying 19 items.

• Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
• Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
• BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
• Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
• New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations (Q482796) (← links)
• Probability approximations and beyond. Papers based on the presentations at the conference, Singapore, June 25--26, 2010 to honor Louis Chen on his 70th birthday. (Q641160) (← links)
• 41st seminar on probability theory. Including papers from the `Journées de Probabilités', Nancy, France, September 5--9, 2005, and Luminy, France, September 18--22, 2006. (Q925213) (← links)
• Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646) (← links)
• Seminar on probability XLIII, Poitiers, France, June 2009. (Q992743) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• A Bismut-Elworthy formula for quadratic BSDEs (Q2018566) (← links)
• Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
• Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results (Q2406565) (← links)
• (Q2906157) (redirect page) (← links)
• BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
• Backward stochastic differential equations with unbounded generators (Q4630519) (← links)
• (Q4791593) (← links)
• Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
• Stability results for martingale representations: The general case (Q5240180) (← links)