Martingale problem under nonlinear expectations (Q1744199): Difference between revisions

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Latest revision as of 11:45, 15 July 2024

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Martingale problem under nonlinear expectations
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    Martingale problem under nonlinear expectations (English)
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    16 April 2018
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    fully nonlinear PDE
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    nonlinear martingale problem
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    (conditional) nonlinear expectation
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    weak solution to \(G\)-SDE
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