scientific article; zbMATH DE number 1269939

zbMath0924.60037MaRDI QIDQ4236619

Shige Peng, Zeng-Jing Chen

Publication date: 8 November 1999

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

zbMATH Keywords

backward stochastic differential equationsdecomposition theorem\(g\)-martingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99) Stochastic integral equations (60H20)

Related Items (2)

Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation ⋮ Nonlinear Doob-Meyer decomposition for general filtration

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