A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608): Difference between revisions

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Latest revision as of 07:58, 3 July 2024

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A generalized Neyman-Pearson Lemma for \(g\)-probabilities
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    A generalized Neyman-Pearson Lemma for \(g\)-probabilities (English)
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    8 October 2010
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    backward stochastic differential equation
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    \(g\)-probability/expectation
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    hypothesis test
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    Neyman-Pearson lemma
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    stochastic maximum principle
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