Nonlinear expectations and nonlinear Markov chains (Q2483722): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear expectations and nonlinear Markov chains |
scientific article |
Statements
Nonlinear expectations and nonlinear Markov chains (English)
0 references
26 July 2005
0 references
Backward stochastic differential equations
0 references
Measure of risk
0 references
\(g\)-expectation
0 references
\(g\)-martingale
0 references
Nonlinear Kolmogorov's consistent theorem
0 references
Doob-Meyer decomposition
0 references
