Barrieu, Pauline and El Karoui, Nicole (2012) Monotone stability of quadratic semimartingales with applications to general quadratic BSDEs and unbound existence result. Annals of probability . ISSN 0091-1798 (Submitted)
| Item Type: | Article |
|---|---|
| Official URL: | http://www.imstat.org/aop/ |
| Additional Information: | © 2012 Institute of Mathematical Statistics |
| Library of Congress subject classification: | Q Science > QA Mathematics |
| Sets: | Departments > Statistics Research centres and groups > Centre for the Analysis of Time Series (CATS) Research centres and groups > Risk and Stochastics Group |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/42419/ |
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