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Stochastic Processes and their Applications
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A comonotonic theorem for BSDEs

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2005 English Publisher:Elsevier BVJournal:Stochastic Processes and their Applications, volume 115, pages 41-54 (issn: 0304-4149, Copyright policy )
Authors: Chen, Zengjing; Kulperger, Reg; Wei, Gang;

doi: 10.1016/j.spa.2004.08.006

A comonotonic theorem for BSDEs

Abstract

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Keywords

Statistics and Probability, Backward stochastic differential equation (BSDE), Capacity, Modelling and Simulation, Applied Mathematics, Partial differential equation (PDE), Choquet integral, Partial differential equation, Stochastic ordinary differential equations (aspects of stochastic analysis), Backward stochastic differential equation

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    popularity
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    influence
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
27
Top 10%
Top 10%
Average
hybrid