A general downcrossing inequality for \(g\)-martingales (Q1971382): Difference between revisions
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Revision as of 16:38, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general downcrossing inequality for \(g\)-martingales |
scientific article |
Statements
A general downcrossing inequality for \(g\)-martingales (English)
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5 February 2001
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backward stochastic differential equations
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\(g\)-expectation
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\(g\)-martingale
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downcrossing inequality
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