Graphon Mean-Field Backward Stochastic Differential Equations With Jumps and Associated Dynamic Risk Measures

Author:

Amini Hamed,Cao Zhongyuan,Sulem Agnes

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference32 articles.

1. Nonlinear Markov processes and kinetic equations (cambridge tracts in mathematics 182) by Vassili N;David Applebaum;Kolokoltsov. Bulletin of the London Mathematical Society,2011

2. Optimal derivatives design under dynamic risk measures;Pauline Barrieu;Contemporary Mathematics,2004

3. Stationarity and uniform in time convergence for the graphon particle system;Erhan Bayraktar;Stochastic Processes and their Applications,2022

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