@prefix dcat: <http://www.w3.org/ns/dcat#> .
@prefix dct: <http://purl.org/dc/terms/> .
@prefix foaf: <http://xmlns.com/foaf/0.1/> .
@prefix vcard: <http://www.w3.org/2006/vcard/ns#> .
@prefix xsd: <http://www.w3.org/2001/XMLSchema#> .

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    dct:description """
              In this paper we provide existence and uniqueness results for the solution of BSDEs driven by a general square integrable martingale under partial information. We discuss some special cases where the solution to a BSDE under restricted information can be derived by that related to a problem of a BSDE under full information. In particular, we provide a suitable version of the Föllmer-Schweizer decomposition of a square integrable random variable working under partial information and we use this achievement to investigate the local risk-minimization approach for a semimartingale financial market model.
            """ ;
    dct:identifier "hal-00822988" ;
    dct:issued "2026-05-11T03:14:20.502239"^^xsd:dateTime ;
    dct:language "en" ;
    dct:modified "2026-05-11T03:14:20.502243"^^xsd:dateTime ;
    dct:publisher <https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> ;
    dct:title "BSDEs under partial information and financial applications." ;
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            vcard:fn "CCSD" ] ;
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    dcat:keyword "60h1060h3091b28",
        "backward-stochastic-differential-equations",
        "follmer-schweizer-decomposition",
        "infoeu-reposemanticsarticle",
        "journal-articles",
        "mathmath-prmathematics-mathprobability-mathpr",
        "partial-information",
        "risk-minimization" ;
    dcat:landingPage <ISSN:%200304-4149> .

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    dct:issued "2026-05-11T03:14:20.507005"^^xsd:dateTime ;
    dct:modified "2026-05-11T03:14:20.493839"^^xsd:dateTime ;
    dct:title "BSDEs under partial information and financial applications." ;
    dcat:accessURL <https://inria.hal.science/hal-00822988> .

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