Non-linear expectations in spaces of Colombeau generalized functions (Q5378405)
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scientific article; zbMATH DE number 7065384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-linear expectations in spaces of Colombeau generalized functions |
scientific article; zbMATH DE number 7065384 |
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Non-linear expectations in spaces of Colombeau generalized functions (English)
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12 June 2019
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generalized solutions
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Colombeau algebras
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non-linear heat equation
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\(G\)-expectation
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backward stochastic differential equations
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