المؤلفون: Papapantoleon, Antonis, Possamaï, Dylan, id_orcid:0 000-0002-9364-0124, Saplaouras, Alexandros

المصدر: Electronic Journal of Probability, 28

مصطلحات موضوعية: BSDE, stability, nonlinear martingale representations, processes with jumps, stochastically discontinuous martingales, random time horizon, stochastic Lipschitz generator

وصف الملف: application/application/pdf

Relation: info:eu-repo/semantics/altIdentifier/wos/000973790000005; http://hdl.handle.net/20.500.11850/611691

الاتاحة: https://hdl.handle.net/20.500.11850/611691
https://doi.org/10.3929/ethz-b-000611691

المؤلفون: Papapantoleon, Antonis, Possamaï, Dylan, Saplaouras, Alexandros

مصطلحات موضوعية: BSDEs, processes with jumps, stochastically discontinuous martingales, random time horizon, stochastic Lipschitz generator, Probabilités et mathématiques appliquées

Time: 519

وصف الملف: application/pdf

Relation: Electronic Journal of Probability; 23; 2018; 1-68; Institute of Mathematical Statistics; oui; https://basepub.dauphine.fr/handle/123456789/17531

الاتاحة: https://basepub.dauphine.fr/handle/123456789/17531

المؤلفون: Papapantoleon, A. (author), Possamaï, Dylan (author), Saplaouras, Alexandros (author)

مصطلحات موضوعية: BSDE, nonlinear martingale representations, processes with jumps, random time horizon, stability, stochas-tically discontinuous martingales, stochastic Lipschitz generator

Relation: http://www.scopus.com/inward/record.url?scp=85153847946&partnerID=8YFLogxK; Electronic Journal of Probability--1083-6489--a155fb9e-1fcc-4efe-a313-71dd2d3c44b6; http://resolver.tudelft.nl/uuid:3436c42b-024e-4a03-8609-9e35cebf3726; https://doi.org/10.1214/23-EJP939

الاتاحة: http://resolver.tudelft.nl/uuid:3436c42b-024e-4a03-8609-9e35cebf3726
https://doi.org/10.1214/23-EJP939

المؤلفون: Papapantoleon, Antonis, Possamaï, Dylan, Saplaouras, Alexandros

مصطلحات موضوعية: BSDEs, processes with jumps, stochastically discontinuous martingales, random time horizon, stochastic Lipschitz generator, 60G48, 60G55, 60G57, 60H05

وصف الملف: application/pdf

Relation: https://projecteuclid.org/euclid.ejp/1545102139; Electron. J. Probab.

الاتاحة: https://projecteuclid.org/euclid.ejp/1545102139
https://doi.org/10.1214/18-EJP240

المؤلفون: Alexandros Saplaouras, Antonis Papapantoleon, Dylan Possamaï

المساهمون: Technische Universität Berlin (TU), Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL), CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Centre National de la Recherche Scientifique (CNRS)-Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)

المصدر: Electronic Journal of Probability
Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2018, 23 (121), pp.1-68. ⟨10.1214/18-EJP240⟩
Electron. J. Probab.

مصطلحات موضوعية: Statistics and Probability, Approximations of π, Time horizon, random time horizon, 01 natural sciences, BSDEs, FOS: Economics and business, 010104 statistics & probability, Mathematics::Probability, 60H05, stochastic Lipschitz generator, 60G48, FOS: Mathematics, Applied mathematics, Uniqueness, 0101 mathematics, Mathematics - Optimization and Control, Mathematics, Probability (math.PR), 010102 general mathematics, processes with jumps, Lipschitz continuity, 60G48, 60G55, 60G57, 60H05, Mathematical Finance (q-fin.MF), [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Optimization and Control (math.OC), Quantitative Finance - Mathematical Finance, stochastically discontinuous martingales, 60G57, 60G55, Statistics, Probability and Uncertainty, Martingale (probability theory), Mathematics - Probability

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0df85a3352c4c59bd846396939671487
https://hal.archives-ouvertes.fr/hal-01481387

المؤلفون: Saplaouras, Alexandros

المساهمون: Papapantoleon, Antonis, Technische Universität Berlin, Friz, Peter, Possamai, Dylan

مصطلحات موضوعية: 519 Wahrscheinlichkeiten, angewandte Mathematik, BSDEs with jumps, stability, stochastic Lipschitz generator, martingale representations, processes with jumps, Stabilität, stochastischer Lipschitz Generator, Martingaldarstellungen, Prozesse mit Sprüngen

وصف الملف: application/pdf

Relation: https://depositonce.tu-berlin.de/handle/11303/6716; http://dx.doi.org/10.14279/depositonce-6154

الاتاحة: https://depositonce.tu-berlin.de/handle/11303/6716
https://doi.org/10.14279/depositonce-6154