Some properties of \(g\)-covariance and \(g\)-correlation coefficients (Q2860075)
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scientific article; zbMATH DE number 6230452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of \(g\)-covariance and \(g\)-correlation coefficients |
scientific article; zbMATH DE number 6230452 |
Statements
19 November 2013
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backward stochastic differential equation
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\(g\)-expectation
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\(g\)-covariance
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\(g\)-variance
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\(g\)-correlation coefficient
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Some properties of \(g\)-covariance and \(g\)-correlation coefficients (English)
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