On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis (Q3580108)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis |
scientific article |
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On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis (English)
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11 August 2010
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generator
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backward stochastic differential equation
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g-evaluation
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g-expectation
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comparison theorem
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Doob-Meyer type decomposition
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optional sampling theorem
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upcrossing inequality
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