Path-dependent dynamic programming principles and related path-dependent PDEs under $\bm{G}$-expectation (Q5063640)
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scientific article; zbMATH DE number 7494364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path-dependent dynamic programming principles and related path-dependent PDEs under $\bm{G}$-expectation |
scientific article; zbMATH DE number 7494364 |
Statements
Path-dependent dynamic programming principles and related path-dependent PDEs under $\bm{G}$-expectation (English)
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21 March 2022
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path-dependent
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dynamic programming principle
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viscosity solution
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\(G\)-expectation
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