On \(g\)-expectations and filtration-consistent nonlinear expectations (Q6635674)
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scientific article; zbMATH DE number 7941418
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On \(g\)-expectations and filtration-consistent nonlinear expectations |
scientific article; zbMATH DE number 7941418 |
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On \(g\)-expectations and filtration-consistent nonlinear expectations (English)
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12 November 2024
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backward stochastic differential equation
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comparison theorem
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\(g\)-expectation
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nonlinear expectation
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risk measure
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