A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems (Q287748): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:04, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems |
scientific article |
Statements
A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems (English)
0 references
23 May 2016
0 references
\(g\)-supermartingale systems
0 references
Doob-Meyer-Mertens decomposition
0 references
nonlinear expectations
0 references
backward stochastic differential equations
0 references
