A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions (Q2385333): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q847110 |
Changed an Item |
||
Property / author | |||
Property / author: Sheng-Jun Fan / rank | |||
Normal rank |
Revision as of 13:05, 21 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions |
scientific article |
Statements
A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions (English)
0 references
12 October 2007
0 references
backward stochastic differential equation
0 references
\(g\)-evaluation
0 references
\(g\)-expectation
0 references
generator
0 references
converse comparison theorem
0 references