A new comparison theorem of multidimensional BSDEs (Q2343572): Difference between revisions

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@@ aliases / en / 0 / aliases / en / 0 @@
+Strong Laws of Large Numbers for Bernoulli Experiments under Ambiguity
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-scientific article
+scientific article; zbMATH DE number 6185889
@@ Property / title @@
+Strong Laws of Large Numbers for Bernoulli Experiments under Ambiguity (English)
+Normal rank
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+.60036
@@ Property / zbMATH Open document ID: 1270.60036 / rank @@
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+.1007/978-3-642-22833-9_2
@@ Property / DOI: 10.1007/978-3-642-22833-9_2 / rank @@
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@@ Property / published in @@
+Advances in Intelligent and Soft Computing
@@ Property / published in: Advances in Intelligent and Soft Computing / rank @@
+Normal rank
@@ Property / publication date @@
+July 2013Timestamp +2013-07-10T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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++2013-07-10T00:00:00Z
-Timezone
++00:00
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+Gregorian
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+day
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@@ Property / publication date: 10 July 2013 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 60F15 / rank @@
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+6185889
@@ Property / zbMATH DE Number: 6185889 / rank @@
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@@ Property / zbMATH Keywords @@
+Bernoulli experiments
@@ Property / zbMATH Keywords: Bernoulli experiments / rank @@
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+capacity
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+strong law of large number
@@ Property / zbMATH Keywords: strong law of large number / rank @@
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+upper-expectation
@@ Property / zbMATH Keywords: upper-expectation / rank @@
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+.5917
@@ Property / arXiv ID: 1010.5917 / rank @@
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+Q3971014
@@ Property / cites work: Q3971014 / rank @@
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@@ Property / cites work @@
+Viability property for a backward stochastic differential equation and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Ambiguity, Risk, and Asset Returns in Continuous Time
+Normal rank
@@ Property / cites work @@
+A general converse comparison theorem for backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Utility maximization in incomplete markets
@@ Property / cites work: Utility maximization in incomplete markets / rank @@
+Normal rank
@@ Property / cites work @@
+On the comparison theorem for multidimensional BSDEs
+Normal rank
@@ Property / cites work @@
+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
+Normal rank

Latest revision as of 01:51, 10 July 2024

scientific article; zbMATH DE number 6185889

Strong Laws of Large Numbers for Bernoulli Experiments under Ambiguity

Language	Label	Description	Also known as
English	A new comparison theorem of multidimensional BSDEs	scientific article; zbMATH DE number 6185889	Strong Laws of Large Numbers for Bernoulli Experiments under Ambiguity