Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Reference44 articles.
1. Artzner, P., Delbaen, F., Eber, J., Heath, D.: Coherent measures of risk. Math. Financ. 9, 203–228 (1999)
2. Bao, X., Tang, S.: Axiomatic Characteristics for Solutions of Reflected Backward Stochastic Differential Equations, in Control Theory and Related Topics. World Scientific, Hackensack (2007)
3. Bayraktar, E., Karatzas, I., Yao, S.: Optimal stopping for dynamic convex risk measures. Ill. J. Math. 54, 1025–1067 (2010)
4. Bismut, J.-M.: Conjugate convex functions in optimal stochastic control. J. Math. Anal. Appl. 44, 384–404 (1973)
5. Briand, P., Coquet, F., Hu, Y., Mémin, J., Peng, S.: A converse comparison theorem for BSDEs and related properties of g-expectation. Electr. Commun. Probab. 5, 101–117 (2000)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献