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Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs

https://doi.org/10.1214/12-aop743
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Uses and Applications
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Quadratic Semimartingale BSDEs Under an Exponential Moments Condition
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On convergence of semimartingales
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Presentation unifiee de certaines inegalites de la theorie des martingales
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Sur l'integrabilite uniforme des martingales continues
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BSDE with quadratic growth and unbounded terminal value
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Quadratic BSDEs with convex generators and unbounded terminal conditions
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Backward SDEs with superquadratic growth
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Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
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A semimartingale BSDE related to the minimal entropy martingale measure
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Adapted solution of a backward stochastic differential equation
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Solvability of backward stochastic differential equations with quadratic growth
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A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem
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Some new maximal inequalities
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Backward stochastic differential equations with continuous coefficient
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BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations
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Existence for BSDE with superlinear–quadratic coefficient
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Backward Stochastic Differential Equations in Finance
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The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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Risk‐Sensitive Control and an Optimal Investment Model
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Pricing Via Utility Maximization and Entropy
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Exponential Hedging and Entropic Penalties
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On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
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Utility maximization in incomplete markets
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Dynamic exponential utility indifference valuation
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Backward stochastic differential equations and partial differential equations with quadratic growth
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On the minimal entropy martingale measure
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An Exponential Martingale Equation
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Classical and Variational Differentiability of BSDEs with Quadratic Growth
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Indifference Pricing
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Chapter Eight. BSDEs And Applications
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Chapter Three. Pricing, Hedging, And Designing Derivatives With Risk Measures
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Stability of Sigma-Martingale Densities in L Log L Under an Equivalent Change of Measure
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Martingales a Temps Discret.
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Quadratic BSDEs driven by a continuous martingale and application to utility maximization problem

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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