\( G\)-expectation approach to stochastic ordering (Q2085830)
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scientific article; zbMATH DE number 7604121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \( G\)-expectation approach to stochastic ordering |
scientific article; zbMATH DE number 7604121 |
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\( G\)-expectation approach to stochastic ordering (English)
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19 October 2022
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stochastic ordering
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sublinear expectation
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\( G \)-expectation
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nonlinear expectation
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\( G \)-Brownian motion
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\( G \)-forward-backward SDE
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increasing order
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convex order
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convexity
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monotonicity
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