Nonlinear Expectations and Stochastic Calculus under Uncertainty (Q5194781)
From MaRDI portal
scientific article; zbMATH DE number 7105776
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Expectations and Stochastic Calculus under Uncertainty |
scientific article; zbMATH DE number 7105776 |
Statements
Nonlinear Expectations and Stochastic Calculus under Uncertainty (English)
0 references
17 September 2019
0 references
nonlinear expectation
0 references
uncertainty
0 references
risk measures
0 references
\(G\)-Brownian motion
0 references
\(G\)-martingale
0 references
Itô's calculus
0 references
nonlinear partial differential equations
0 references
viscosity solutions
0 references
stochastic differential equations
0 references
capacity
0 references
