BSDEs under filtration-consistent nonlinear expectations and the corresponding decomposition theorem for \({\mathcal E}\)-supermartingales in \(L^p\) (Q350794)
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scientific article; zbMATH DE number 6183171
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs under filtration-consistent nonlinear expectations and the corresponding decomposition theorem for \({\mathcal E}\)-supermartingales in \(L^p\) |
scientific article; zbMATH DE number 6183171 |
Statements
BSDEs under filtration-consistent nonlinear expectations and the corresponding decomposition theorem for \({\mathcal E}\)-supermartingales in \(L^p\) (English)
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3 July 2013
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\({\mathcal F}_t\)-consistent nonlinear expectation (\(\mathcal F\)-expectation)
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backward stochastic differential equation (BSDE)
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generalized \(g\)-expectation
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comparison theorem
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