Backward nonlinear expectation equations (Q1702883)
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scientific article; zbMATH DE number 6845621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward nonlinear expectation equations |
scientific article; zbMATH DE number 6845621 |
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Backward nonlinear expectation equations (English)
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1 March 2018
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backward stochastic differential equation
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nonlinear expectation
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random \(G\)-expectation
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recursive utility
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volatility uncertainty
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