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scientific article; zbMATH DE number 1867094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1867094 |
Statements
25 May 2003
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backward stochastic differential equations
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filtration-consistent nonlinear expectations
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\(g\)-martingale
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nonlinear martingale
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Doob-Meyer decomposition
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non-additive probabilities
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finance
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\(\mathcal E\)-supermartingale decompositions
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Brownian filtration
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Girsanov transformations
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