Nonlinear semimartingales and Markov processes with jumps
type: Item
instance of: scholarly article
title: Nonlinear semimartingales and Markov processes with jumps
author: David Criens
author: Lars Niemann
published in: Journal of Evolution Equations
publication date: 2025-01-20T00:00:00Z
Mathematics Subject Classification ID: 47H20
Mathematics Subject Classification ID: 49J53
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 60G65
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7971658
zbMATH Keywords: nonlinear semimartingales
zbMATH Keywords: nonlinear Markov processes
zbMATH Keywords: sublinear expectation
zbMATH Keywords: sublinear semigroup
zbMATH Keywords: nonlinear expectation
zbMATH Keywords: partial differential equation
zbMATH Keywords: viscosity solution
zbMATH Keywords: semimartingale characteristics
zbMATH Keywords: Knightian uncertainty
zbMATH Keywords: set-valued analysis
zbMATH Keywords: stochastic optimal control
MaRDI profile type: Publication
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DOI: 10.1007/S00028-024-01046-6
description: scientific article; zbMATH DE number 7971658