Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760): Difference between revisions

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Revision as of 07:09, 5 March 2024

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Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
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    Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (English)
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    7 February 2014
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    \(G\)-expectation
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    backward SDEs
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    comparison theorem
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    Feynman-Kac formula
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    Girsanov transformation
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