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zbMath1212.60099MaRDI QIDQ3571843

Jing Fu, Tao Hao

Publication date: 8 July 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

\(g\)-expectation backward stochastic differential equation Kolmogorov inequality \(g\)-variance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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