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Revision as of 19:13, 5 March 2024

scientific article; zbMATH DE number 7105776
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English
Nonlinear Expectations and Stochastic Calculus under Uncertainty
scientific article; zbMATH DE number 7105776

    Statements

    Nonlinear Expectations and Stochastic Calculus under Uncertainty (English)
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    17 September 2019
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    nonlinear expectation
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    uncertainty
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    risk measures
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    \(G\)-Brownian motion
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    \(G\)-martingale
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    Itô's calculus
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    nonlinear partial differential equations
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    viscosity solutions
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    stochastic differential equations
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    capacity
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