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Q5383547 - MaRDI portal

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scientific article; zbMATH DE number 7070685
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English
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scientific article; zbMATH DE number 7070685

    Statements

    author
    Rong-Lin Ji
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    Jinming Zhou
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    publication date
    21 June 2019
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    zbMATH Keywords
    backward stochastic differential equation
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    $g$-expectation
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    conditional convexity
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    dynamic convex risk measure
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    91B30
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    62P05
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    zbMATH DE Number
    7070685
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