Martingale problem under nonlinear expectations (Q1744199): Difference between revisions
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Revision as of 22:33, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale problem under nonlinear expectations |
scientific article |
Statements
Martingale problem under nonlinear expectations (English)
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16 April 2018
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fully nonlinear PDE
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nonlinear martingale problem
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(conditional) nonlinear expectation
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weak solution to \(G\)-SDE
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