Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Concentration of dynamic risk measures in a Brownian filtration - MaRDI portal

Concentration of dynamic risk measures in a Brownian filtration (Q1999909)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Concentration of dynamic risk measures in a Brownian filtration
scientific article

    Statements

    title
    Concentration of dynamic risk measures in a Brownian filtration (English)
    0 references
    author
    Ludovic Tangpi
    0 references
    publication date
    27 June 2019
    0 references
    zbMATH Keywords
    dynamic risk measures
    0 references
    backward stochastic differential equations
    0 references
    Brownian filtration
    0 references
    superquadratic growth
    0 references
    concentration inequalities
    0 references
    transportation inequalities
    0 references
    cites work
    Q5294265
    0 references
    Q4357507
    0 references
    Q4657107
    0 references
    Q4226355
    0 references
    Optimal Transport
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60H20
    0 references
    60H30
    0 references
    91G20
    0 references
    60E15
    0 references
    zbMATH DE Number
    7074429
    0 references
    OpenAlex ID
    W2803177789
    0 references
    arXiv ID
    1805.09014
    0 references
    Wikidata QID
    Q129718488
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1999909&oldid=37653294"
    Powered by MediaWiki