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Latest revision as of 12:35, 10 June 2024
scientific article
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English | Nonlinear expectations and nonlinear Markov chains |
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Nonlinear expectations and nonlinear Markov chains (English)
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26 July 2005
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Backward stochastic differential equations
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Measure of risk
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\(g\)-expectation
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\(g\)-martingale
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Nonlinear Kolmogorov's consistent theorem
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Doob-Meyer decomposition
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