A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems (Q287748): Difference between revisions

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+\(g\)-supermartingale systems
@@ Property / zbMATH Keywords: \(g\)-supermartingale systems / rank @@
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@@ Property / zbMATH Keywords @@
+Doob-Meyer-Mertens decomposition
@@ Property / zbMATH Keywords: Doob-Meyer-Mertens decomposition / rank @@
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@@ Property / zbMATH Keywords @@
+nonlinear expectations
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@@ Property / zbMATH Keywords @@
+backward stochastic differential equations
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