Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations |
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Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (English)
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29 September 2008
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backward SDEs
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\(g\)-expectation
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\(\mathcal F\)-consistent nonlinear expectations
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quadratic nonlinear expectations
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BMO
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Doob-Meyer decomposition
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representation theorem
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