Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277)
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scientific article; zbMATH DE number 5817771
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation |
scientific article; zbMATH DE number 5817771 |
Statements
Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (English)
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19 November 2010
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backward stochastic differential equation
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g-expectation
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strict monotonicity
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uniform continuity
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uniqueness
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0.9674164
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0.9448241
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0.9304701
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0.93030614
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0.93009067
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0.92563677
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