A general comparison theorem for backward stochastic differential equations (Q3059700): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q241501 |
||
| Property / author | |||
| Property / author: Charles E. M. Pearce / rank | |||
Revision as of 15:39, 11 February 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
