A converse comparison theorem for \(g\)-expectations (Q705057)
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: A converse comparison theorem for \(g\)-expectations |
scientific article; zbMATH DE number 2130940
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A converse comparison theorem for \(g\)-expectations |
scientific article; zbMATH DE number 2130940 |
Statements
A converse comparison theorem for \(g\)-expectations (English)
0 references
25 January 2005
0 references
backward stochastic differential equation
0 references
generator
0 references
\(g\)-expectation
0 references
converse comparison theorem
0 references
0 references