Backward Stochastic Difference Equations with Finite States (Q2909972): Difference between revisions

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Backward Stochastic Difference Equations with Finite States
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    Backward Stochastic Difference Equations with Finite States (English)
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    7 September 2012
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    backward stochastic difference equations
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    comparison theorem
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    nonlinear expectation
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    dynamic risk measures
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