Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (Q2346319): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1964736963 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1407.3039 / rank | |||
Normal rank | |||
Latest revision as of 05:29, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion |
scientific article |
Statements
Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (English)
0 references
1 June 2015
0 references
backward stochastic differential equations
0 references
nonlinear expectation
0 references
Jensen inequality
0 references
