Representation of filtration-consistent nonlinear expectation by <i>g</i>-expectation in general framework (Q5079171)
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: Representation of filtration-consistent nonlinear expectation by g-expectation in general framework |
scientific article; zbMATH DE number 7532224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of filtration-consistent nonlinear expectation by <i>g</i>-expectation in general framework |
scientific article; zbMATH DE number 7532224 |
Statements
Representation of filtration-consistent nonlinear expectation by <i>g</i>-expectation in general framework (English)
0 references
25 May 2022
0 references
BSDE
0 references
infinite horizon
0 references
nonlinear expectation
0 references
g-expectation
0 references
0 references
0 references
0.9708937
0 references
0.9522706
0 references
0.9425263
0 references
0.8773203
0 references
0.8695439
0 references
0.8632494
0 references
