A general downcrossing inequality for \(g\)-martingales (Q1971382): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Zeng-Jing Chen / rank
Normal rank
 
Property / author
 
Property / author: Zeng-Jing Chen / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Classical potential theory and its probabilistic counterpart. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357507 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/s0167-7152(99)00102-9 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2099755112 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:21, 30 July 2024

scientific article
Language Label Description Also known as
English
A general downcrossing inequality for \(g\)-martingales
scientific article

    Statements

    A general downcrossing inequality for \(g\)-martingales (English)
    0 references
    0 references
    0 references
    5 February 2001
    0 references
    backward stochastic differential equations
    0 references
    \(g\)-expectation
    0 references
    \(g\)-martingale
    0 references
    downcrossing inequality
    0 references

    Identifiers