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Convexity and sublinearity of \(g\)-expectations - MaRDI portal

Convexity and sublinearity of \(g\)-expectations (Q2170234)

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Convexity and sublinearity of \(g\)-expectations
scientific article

    Statements

    title
    Convexity and sublinearity of \(g\)-expectations (English)
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    author
    Xuejun Shi
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    Jinming Zhou
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    Rong-Lin Ji
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    Shi-jie Wang
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    publication date
    30 August 2022
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    zbMATH Keywords
    convexity
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    sublinearity
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    backward stochastic differential equation
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    \(g\)-expectation
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    dynamic risk measure
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    91G05
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    60H30
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    zbMATH DE Number
    7578051
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    Wikidata QID
    Q113863753
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    OpenAlex ID
    W4281734375
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