Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (Q2346319): Difference between revisions
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Revision as of 05:29, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion |
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Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (English)
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1 June 2015
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backward stochastic differential equations
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nonlinear expectation
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Jensen inequality
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