Ontology type: schema:ScholarlyArticle Open Access: True
2020-02-19
AUTHORSDmytro Marushkevych, Alexandre Popier
ABSTRACTWe use the functional Itô calculus to prove that the solution of a BSDE with singular terminal condition verifies at the terminal time: liminft→TY(t)=ξ=Y(T)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\liminf _{t\to T} Y(t) = \xi = Y(T)$\end{document}. Hence, we extend known results for a non-Markovian terminal condition.
PAGES1
http://scigraph.springernature.com/pub.10.1186/s41546-020-0043-5
DOIhttp://dx.doi.org/10.1186/s41546-020-0043-5
DIMENSIONShttps://app.dimensions.ai/details/publication/pub.1125020681
JSON-LD is the canonical representation for SciGraph data.
TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT
[
{
"@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json",
"about": [
{
"id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/11",
"inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/",
"name": "Medical and Health Sciences",
"type": "DefinedTerm"
},
{
"id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/1117",
"inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/",
"name": "Public Health and Health Services",
"type": "DefinedTerm"
}
],
"author": [
{
"affiliation": {
"alternateName": "Laboratoire Manceau de Math\u00e9matiques, Le Mans Universit\u00e9, Avenue Olivier Messiaen, 72085, Le Mans cedex 9, France",
"id": "http://www.grid.ac/institutes/grid.34566.32",
"name": [
"Laboratoire Manceau de Math\u00e9matiques, Le Mans Universit\u00e9, Avenue Olivier Messiaen, 72085, Le Mans cedex 9, France"
],
"type": "Organization"
},
"familyName": "Marushkevych",
"givenName": "Dmytro",
"id": "sg:person.012563633451.45",
"sameAs": [
"https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.012563633451.45"
],
"type": "Person"
},
{
"affiliation": {
"alternateName": "Laboratoire Manceau de Math\u00e9matiques, Le Mans Universit\u00e9, Avenue Olivier Messiaen, 72085, Le Mans cedex 9, France",
"id": "http://www.grid.ac/institutes/grid.34566.32",
"name": [
"Laboratoire Manceau de Math\u00e9matiques, Le Mans Universit\u00e9, Avenue Olivier Messiaen, 72085, Le Mans cedex 9, France"
],
"type": "Organization"
},
"familyName": "Popier",
"givenName": "Alexandre",
"id": "sg:person.010763323025.40",
"sameAs": [
"https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.010763323025.40"
],
"type": "Person"
}
],
"citation": [
{
"id": "sg:pub.10.1007/978-3-319-05714-9",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1044866478",
"https://doi.org/10.1007/978-3-319-05714-9"
],
"type": "CreativeWork"
}
],
"datePublished": "2020-02-19",
"datePublishedReg": "2020-02-19",
"description": "We use the functional It\u00f4 calculus to prove that the solution of a BSDE with singular terminal condition verifies at the terminal time: liminft\u2192TY(t)=\u03be=Y(T)\\documentclass[12pt]{minimal}\n\t\t\t\t\\usepackage{amsmath}\n\t\t\t\t\\usepackage{wasysym}\n\t\t\t\t\\usepackage{amsfonts}\n\t\t\t\t\\usepackage{amssymb}\n\t\t\t\t\\usepackage{amsbsy}\n\t\t\t\t\\usepackage{mathrsfs}\n\t\t\t\t\\usepackage{upgreek}\n\t\t\t\t\\setlength{\\oddsidemargin}{-69pt}\n\t\t\t\t\\begin{document}$\\liminf _{t\\to T} Y(t) = \\xi = Y(T)$\\end{document}. Hence, we extend known results for a non-Markovian terminal condition.",
"genre": "article",
"id": "sg:pub.10.1186/s41546-020-0043-5",
"inLanguage": "en",
"isAccessibleForFree": true,
"isPartOf": [
{
"id": "sg:journal.1290466",
"issn": [
"2095-9672",
"2367-0126"
],
"name": "Probability, Uncertainty and Quantitative Risk",
"publisher": "American Institute of Mathematical Sciences (AIMS)",
"type": "Periodical"
},
{
"issueNumber": "1",
"type": "PublicationIssue"
},
{
"type": "PublicationVolume",
"volumeNumber": "5"
}
],
"keywords": [
"solution",
"verifies",
"terminal conditions",
"terminal time",
"time",
"results",
"conditions",
"behavior",
"limit behavior",
"setting",
"functional It\u00f4 calculus",
"It\u00f4 calculus",
"calculus",
"BSDEs",
"minimal solutions",
"singular terminal condition",
"non-Markovian setting",
"Markovian setting"
],
"name": "Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting",
"pagination": "1",
"productId": [
{
"name": "dimensions_id",
"type": "PropertyValue",
"value": [
"pub.1125020681"
]
},
{
"name": "doi",
"type": "PropertyValue",
"value": [
"10.1186/s41546-020-0043-5"
]
}
],
"sameAs": [
"https://doi.org/10.1186/s41546-020-0043-5",
"https://app.dimensions.ai/details/publication/pub.1125020681"
],
"sdDataset": "articles",
"sdDatePublished": "2022-05-20T07:36",
"sdLicense": "https://scigraph.springernature.com/explorer/license/",
"sdPublisher": {
"name": "Springer Nature - SN SciGraph project",
"type": "Organization"
},
"sdSource": "s3://com-springernature-scigraph/baseset/20220519/entities/gbq_results/article/article_835.jsonl",
"type": "ScholarlyArticle",
"url": "https://doi.org/10.1186/s41546-020-0043-5"
}
]
Download the RDF metadata as: json-ld nt turtle xml License info
JSON-LD is a popular format for linked data which is fully compatible with JSON.
curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1186/s41546-020-0043-5'
N-Triples is a line-based linked data format ideal for batch operations.
curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1186/s41546-020-0043-5'
Turtle is a human-readable linked data format.
curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1186/s41546-020-0043-5'
RDF/XML is a standard XML format for linked data.
curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1186/s41546-020-0043-5'
This table displays all metadata directly associated to this object as RDF triples.
87 TRIPLES
22 PREDICATES
44 URIs
35 LITERALS
6 BLANK NODES