Quadratic g-convexity, C-convexity and their relationships-Reference-Cited by-同舟云学术

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Quadratic g-convexity, C-convexity and their relationships

Published:2015-06 Issue:6 Volume:125 Page:2272-2294
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Jia Guangyan^ORCID,Zhang Na

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference18 articles.

1. Convex viscosity solutions and state constraints;Alvarez;J. Math. Pures Appl.,1997

2. Monotone stability of quadratic semimartingales with applications to general quadratic BSDEs;Barrieu;Ann. Probab.,2013

3. A converse comparison theorem for BSDEs and related properties of g-expectation;Briand;Electron. Commun. Probab.,2000

4. A simple constructive approach to quadratic BSDEs with or without delay;Briand;Stochastic Process. Appl.,2013

5. BSDE with quadratic growth and unbounded terminal value;Briand;Probab. Theory Related Fields,2006

Cited by 3 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

1. Comparison theorem for diagonally quadratic BSDEs;Discrete & Continuous Dynamical Systems;2021

2. A Note on g-Concave Function;Acta Mathematica Scientia;2019-07-10

3. Representation Theorem for Generators of Quadratic BSDEs;Acta Mathematicae Applicatae Sinica, English Series;2018-07

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