Martingale problem under nonlinear expectations (Q1744199): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1540550888 / rank | |||
Normal rank | |||
Revision as of 02:43, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale problem under nonlinear expectations |
scientific article |
Statements
Martingale problem under nonlinear expectations (English)
0 references
16 April 2018
0 references
fully nonlinear PDE
0 references
nonlinear martingale problem
0 references
(conditional) nonlinear expectation
0 references
weak solution to \(G\)-SDE
0 references
