Backward Stochastic Differential Equations for a Single Jump Process (Q5198941): Difference between revisions
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Revision as of 20:14, 5 March 2024
scientific article; zbMATH DE number 5937709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward Stochastic Differential Equations for a Single Jump Process |
scientific article; zbMATH DE number 5937709 |
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Backward Stochastic Differential Equations for a Single Jump Process (English)
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10 August 2011
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backward stochastic differential equation
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comparison theorem
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dynamic risk measure
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nonlinear expectation
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single jump process
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