Dynamical evaluations
type: Item
instance of: scholarly article
title: Dynamical evaluations
zbMATH Open document ID: 1065.60087
author: Shige Peng
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2005-01-13T00:00:00Z
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 2127131
MaRDI profile type: Publication
full work available at URL: j.crma.2004.09.015
OpenAlex ID: W4232023762
cites work: Filtration-consistent nonlinear expectations and related \(g\)-expectations
cites work: Nonlinear expectations and nonlinear Markov chains
cites work: Q4357507
cites work: Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
cites work: Filtration consistent nonlinear expectations and evaluations of contingent claims
DOI: 10.1016/J.CRMA.2004.09.015
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description: scientific article; zbMATH DE number 2127131