A generalized stochastic differential utility driven by \(G\)-Brownian motion (Q2190068)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized stochastic differential utility driven by \(G\)-Brownian motion |
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A generalized stochastic differential utility driven by \(G\)-Brownian motion (English)
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18 June 2020
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stochastic differential utility
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backward stochastic differential equation
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\(G\)-Brownian motion
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ambiguity aversion
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