A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions (Q2385333): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1007/s10114-007-0943-7
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+W2106997842
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+Adapted solution of a backward stochastic differential equation
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+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
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+Some results on the uniqueness of generators of backward stochastic differential equations
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+Jensen's inequality for \(g\)-expectation. I
@@ Property / cites work: Jensen's inequality for \(g\)-expectation. I / rank @@
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+On Jensen's inequality for \(g\)-expectation
@@ Property / cites work: On Jensen's inequality for \(g\)-expectation / rank @@
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+Q3540504
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+Q3622114
@@ Property / cites work: Q3622114 / rank @@
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+Converse comparison theorems for backward stochastic differential equations
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+Representation theorems for generators of backward stochastic differential equations
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+Representation theorems for generators of backward stochastic differential equations and their applications
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+A property of backward stochastic differential equations
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