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44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 - MaRDI portal

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44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368)

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scientific article; zbMATH DE number 6073426
  • Quadratic Semimartingale BSDEs Under an Exponential Moments Condition
Language Label Description Also known as
English
44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010
scientific article; zbMATH DE number 6073426
  • Quadratic Semimartingale BSDEs Under an Exponential Moments Condition

Statements

title
44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (English)
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Quadratic Semimartingale BSDEs Under an Exponential Moments Condition (English)
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publication date
1 February 2012
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29 August 2012
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author
Markus Mocha
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Nicholas Westray
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zbMATH Keywords
quadratic semimartingale BSDEs
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convex generators
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exponential moments
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cites work
Q5436596
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Q3613981
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Q4357500
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Q4778955
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Q4435813
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Identifiers

zbMATH Open document ID
1244.60005
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1254.60061
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Mathematics Subject Classification ID
60-06
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60J10
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60J60
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60J65
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46L54
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00B25
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60H10
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60G44
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zbMATH DE Number
6002851
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6073426
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OpenAlex ID
W185155797
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W1537667986
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arXiv ID
1101.2582
0 references
 
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