Generalized nonlinear mathematical expectations: the \(g\)-expectations. (Q2767305)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Generalized nonlinear mathematical expectations: the \(g\)-expectations. |
scientific article; zbMATH DE number 1697325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized nonlinear mathematical expectations: the \(g\)-expectations. |
scientific article; zbMATH DE number 1697325 |
Statements
29 January 2002
0 references
backward stochastic differential equation
0 references
\(g\)-expectation
0 references
conditional \(g\)-expectation
0 references
Generalized nonlinear mathematical expectations: the \(g\)-expectations. (English)
0 references
