Backward Stochastic Difference Equations with Finite States (Q2909972): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/978-3-0348-0097-6_3 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W25823103 / rank | |||
Normal rank |
Revision as of 00:14, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Backward Stochastic Difference Equations with Finite States |
scientific article |
Statements
Backward Stochastic Difference Equations with Finite States (English)
0 references
7 September 2012
0 references
backward stochastic difference equations
0 references
comparison theorem
0 references
nonlinear expectation
0 references
dynamic risk measures
0 references