Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760): Difference between revisions
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Revision as of 06:16, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion |
scientific article |
Statements
Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (English)
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7 February 2014
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\(G\)-expectation
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backward SDEs
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comparison theorem
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Feynman-Kac formula
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Girsanov transformation
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