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Latest revision as of 02:33, 3 July 2024

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On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis
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    On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis (English)
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    11 August 2010
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    generator
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    backward stochastic differential equation
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    g-evaluation
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    g-expectation
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    comparison theorem
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    Doob-Meyer type decomposition
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    optional sampling theorem
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    upcrossing inequality
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