A property of \(g\)-expectation (Q1780286): Difference between revisions

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-.1007/s10114-004-0377-4
@@ Property / DOI: 10.1007/s10114-004-0377-4 / rank @@
-Normal rank
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+Adapted solution of a backward stochastic differential equation
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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
+Normal rank
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+Filtration-consistent nonlinear expectations and related \(g\)-expectations
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+A property of backward stochastic differential equations
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+Backward Stochastic Differential Equations in Finance
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@@ Property / cites work @@
+Q4357646
@@ Property / cites work: Q4357646 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10114-004-0377-4
@@ Property / DOI: 10.1007/S10114-004-0377-4 / rank @@
+Normal rank