\(g\)-variance
type: Item
instance of: scholarly article
title: \(g\)-variance
zbMATH Open document ID: 1200.60045
author: Tao Hao
publication date: 2010-09-22T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5790108
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: \(g\)-expectation
zbMATH Keywords: conditional \(g\)-expectation
zbMATH Keywords: \(g\)-variance
MaRDI profile type: Publication
full work available at URL: s10114-010-7582-0
OpenAlex ID: W4241148225
cites work: Adapted solution of a backward stochastic differential equation
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cites work: A property of backward stochastic differential equations
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cites work: Jensen's inequality for \(g\)-expectation. II
cites work: Choquet expectation and Peng's \(g\)-expectation
cites work: Backward Stochastic Differential Equations in Finance
cites work: Infinite dimensional analysis. A hitchhiker's guide
DOI: 10.1007/S10114-010-7582-0
published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 5790108