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Properties of sublinear g-expectations and their applications - MaRDI portal

Properties of sublinear g-expectations and their applications (Q3306222)

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Properties of sublinear g-expectations and their applications
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    12 August 2020
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    backward stochastic differential equation
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    sublinear \(g\)-expectation
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    dynamic coherent risk measure
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    Properties of sublinear g-expectations and their applications The value's type "string" does not match Property's type "monolingualtext".
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