A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608)
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scientific article; zbMATH DE number 5797375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized Neyman-Pearson Lemma for \(g\)-probabilities |
scientific article; zbMATH DE number 5797375 |
Statements
A generalized Neyman-Pearson Lemma for \(g\)-probabilities (English)
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8 October 2010
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backward stochastic differential equation
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\(g\)-probability/expectation
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hypothesis test
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Neyman-Pearson lemma
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stochastic maximum principle
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