A note on \(g\)-expectation with comonotonic additivity (Q850202)
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scientific article; zbMATH DE number 5072677
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on \(g\)-expectation with comonotonic additivity |
scientific article; zbMATH DE number 5072677 |
Statements
A note on \(g\)-expectation with comonotonic additivity (English)
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15 November 2006
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backward stochastic differential equation
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\(g\)-expectation
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conditional \(g\)-expectation
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Choquet expectation
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comonotonic additivity
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