A general comparison theorem for backward stochastic differential equations (Q3059700): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general comparison theorem for backward stochastic differential equations |
scientific article |
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A general comparison theorem for backward stochastic differential equations (English)
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26 November 2010
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BSDE
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comparison theorem
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nonlinear expectation
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dynamic risk measure
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