Some Properties and Convergence Theorems of Conditional g-expectation (Q3018093)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Properties and Convergence Theorems of Conditional g-expectation |
scientific article |
Statements
Some Properties and Convergence Theorems of Conditional g-expectation (English)
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21 July 2011
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backward stochastic differential equation(BSDE)
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\(g\)-expectation
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conditional \(g\)-expectation
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