A general comparison theorem for backward stochastic differential equations (Q3059700): Difference between revisions
From MaRDI portal
Latest revision as of 12:17, 3 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A general comparison theorem for backward stochastic differential equations |
scientific article |
Statements
A general comparison theorem for backward stochastic differential equations (English)
0 references
26 November 2010
0 references
BSDE
0 references
comparison theorem
0 references
nonlinear expectation
0 references
dynamic risk measure
0 references
0 references
0 references
0 references
0 references