A general downcrossing inequality for \(g\)-martingales (Q1971382)
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scientific article; zbMATH DE number 1422611
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general downcrossing inequality for \(g\)-martingales |
scientific article; zbMATH DE number 1422611 |
Statements
A general downcrossing inequality for \(g\)-martingales (English)
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5 February 2001
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backward stochastic differential equations
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\(g\)-expectation
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\(g\)-martingale
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downcrossing inequality
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0.8996697
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0.8907188
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0.88591635
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0.8819303
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0.8803197
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0.8762753
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0.87394476
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0.87280923
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