Backward Stochastic Difference Equations with Finite States (Q2909972)
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scientific article; zbMATH DE number 6078906
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward Stochastic Difference Equations with Finite States |
scientific article; zbMATH DE number 6078906 |
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Backward Stochastic Difference Equations with Finite States (English)
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7 September 2012
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backward stochastic difference equations
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comparison theorem
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nonlinear expectation
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dynamic risk measures
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