Fubini theorem for non additive measures in the framework of <i><i>g</i></i>-expectation (Q4605256)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fubini theorem for non additive measures in the framework of g-expectation |
scientific article; zbMATH DE number 6841802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fubini theorem for non additive measures in the framework of <i><i>g</i></i>-expectation |
scientific article; zbMATH DE number 6841802 |
Statements
Fubini theorem for non additive measures in the framework of <i><i>g</i></i>-expectation (English)
0 references
21 February 2018
0 references
backward stochastic differential equation
0 references
Fubini theorem
0 references
\(g\)-expectation
0 references
non additive measure
0 references
0 references
