Backward nonlinear expectation equations
type: Item
instance of: scholarly article
title: Backward nonlinear expectation equations
zbMATH Open document ID: 1404.91091
author: Christoph Belak
author: Thomas Seiferling
author: Frank Thomas Seifried
published in: Mathematics and Financial Economics
publication date: 2018-03-01T00:00:00Z
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 6845621
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: nonlinear expectation
zbMATH Keywords: random \(G\)-expectation
zbMATH Keywords: recursive utility
zbMATH Keywords: volatility uncertainty
MaRDI profile type: Publication
full work available at URL: s11579-017-0199-7
OpenAlex ID: W3123398757
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DOI: 10.1007/S11579-017-0199-7
description: scientific article; zbMATH DE number 6845621