scientific article; zbMATH DE number 6310612

zbMATH Open1299.60066MaRDI QIDQ5165943

Feng Hu

Publication date: 30 June 2014

Title of this publication is not available (Why is that?)

zbMATH Keywords

backward stochastic differential equationChoquet expectationminimax expectationgeneralized Peng's \(g\)-expectation

Mathematics Subject Classification ID

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

Related Items (2)

A note on ``Re-examining the law of iterated expectations for Choquet decision makers ⋮ Choquet expectation and Peng's \(g\)-expectation

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