Nonlinear Doob-Meyer decomposition for general filtration (Q1566053)
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scientific article; zbMATH DE number 1921200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Doob-Meyer decomposition for general filtration |
scientific article; zbMATH DE number 1921200 |
Statements
Nonlinear Doob-Meyer decomposition for general filtration (English)
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28 October 2003
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generalized backward stochastic differential equation
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Doob-Meyer decomposition theorem
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\(g\)-supermartingale
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\(g\)-supersolution
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0.8581004
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0.8570446
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0.8506358
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