A general downcrossing inequality for \(g\)-martingales (Q1971382): Difference between revisions
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| Property / cites work: Classical potential theory and its probabilistic counterpart. / rank | |||
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| Property / cites work: Backward Stochastic Differential Equations in Finance / rank | |||
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| Property / cites work: Q4357507 / rank | |||
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| Property / cites work: Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0167-7152(99)00102-9 / rank | |||
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| Property / OpenAlex ID: W2099755112 / rank | |||
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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)
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5 February 2001
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backward stochastic differential equations
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\(g\)-expectation
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\(g\)-martingale
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downcrossing inequality
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