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Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications

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Cover of 'Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications'

Table of Contents

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    Book Overview
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    Chapter 1 On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples
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    Chapter 2 On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient
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    Chapter 3 On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators
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    Chapter 4 An Example of Martingale Representation in Progressive Enlargement by an Accessible Random Time
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    Chapter 5 European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty
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    Chapter 6 Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling
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    Chapter 7 BSDEs and Enlargement of Filtration
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    Chapter 8 An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example
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    Chapter 9 Path-Dependent SDEs in Hilbert Spaces
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Chapter title
BSDEs and Enlargement of Filtration
Chapter number 7
Book title
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
Published by
Springer, Cham, July 2017
DOI 10.1007/978-3-030-22285-7_7
Book ISBNs
978-3-03-022284-0, 978-3-03-022285-7
Authors

Monique Jeanblanc, Dongli Wu, Jeanblanc, Monique, Wu, Dongli

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