Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
A general Doob-Meyer-Mertens decomposition for g-supermartingale systems.
Backward stochastic differential equations MSC Classification 2010 60H99, Doob-Meyer decomposition, Non-linear expectations
A general Doob-Meyer-Mertens decomposition for g-supermartingale systems.
Backward, Doob-Meyer decomposition, Non-linear expectations, Stochastic differential equations