Lenglart domination inequalities for \(g\)-expectations (Q1036610)
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scientific article; zbMATH DE number 5632645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lenglart domination inequalities for \(g\)-expectations |
scientific article; zbMATH DE number 5632645 |
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Lenglart domination inequalities for \(g\)-expectations (English)
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13 November 2009
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Lenglart domination inequalities
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\(g\)-expectations
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backward stochastic differential equations
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