On the integral representation of \(g\)-expectations with terminal constraints (Q2400639)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the integral representation of \(g\)-expectations with terminal constraints |
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On the integral representation of \(g\)-expectations with terminal constraints (English)
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29 August 2017
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backward stochastic differential equations
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\(g\)-expectations
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conditional \(g\)-expectations
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Choquet expectations
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