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Stochastic representation under g-expectation and applications: the discrete time case - MaRDI portal

Stochastic representation under g-expectation and applications: the discrete time case

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Publication:6388697

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DOI10.1016/J.JMAA.2022.126703zbMath1510.60050arXiv2201.07930MaRDI QIDQ6388697

Miryana Grigorova, Hanwu Li

Publication date: 19 January 2022

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Discrete-time games (91A50) Stopping times; optimal stopping problems; gambling theory (60G40)

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