On Jensen's inequality for \(g\)-expectation (Q1766411)
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scientific article; zbMATH DE number 2141320
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Jensen's inequality for \(g\)-expectation |
scientific article; zbMATH DE number 2141320 |
Statements
On Jensen's inequality for \(g\)-expectation (English)
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7 March 2005
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backward stochastic differential equation
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conditional \(g\)-expectation
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comparison theorem
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