Nonlinear semimartingales and Markov processes with jumps (Q6667648)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonlinear semimartingales and Markov processes with jumps |
scientific article; zbMATH DE number 7971658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear semimartingales and Markov processes with jumps |
scientific article; zbMATH DE number 7971658 |
Statements
Nonlinear semimartingales and Markov processes with jumps (English)
0 references
20 January 2025
0 references
nonlinear semimartingales
0 references
nonlinear Markov processes
0 references
sublinear expectation
0 references
sublinear semigroup
0 references
nonlinear expectation
0 references
partial differential equation
0 references
viscosity solution
0 references
semimartingale characteristics
0 references
Knightian uncertainty
0 references
set-valued analysis
0 references
stochastic optimal control
0 references
0 references
0 references
0 references
0 references
0 references
