On Jensen's inequality for \(g\)-expectation (Q1766411): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Latest revision as of 05:36, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On Jensen's inequality for \(g\)-expectation |
scientific article |
Statements
On Jensen's inequality for \(g\)-expectation (English)
0 references
7 March 2005
0 references
backward stochastic differential equation
0 references
conditional \(g\)-expectation
0 references
comparison theorem
0 references