scientific article; zbMATH DE number 1563401
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Publication:4761439
zbMath0982.60052MaRDI QIDQ4761439
Publication date: 13 May 2001
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\(g\)-expectation\(g\)-martingalebackward stochastic differential equationmartingale convergence theoremuncertainty aversion
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48)
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