Barrieu P, El Karoui N ‘Monotone stability of quadratic semimartingales with applications to genera

January 5, 2013/in Articles/by Academic Web Pages

Barrieu, P. and El Karoui, N. 2013 ‘Monotone stability of quadratic semimartingales with applications to general unbounded quadratic BSDEs’, The Annals of Probability, 41, 1831-1853. DOI: 10.1214/12-AOP743.