A property of \(g\)-expectation (Q1780286): Difference between revisions
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| Property / cites work: Adapted solution of a backward stochastic differential equation / rank | |||
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| Property / cites work: Ambiguity, Risk, and Asset Returns in Continuous Time / rank | |||
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| Property / cites work: A converse comparison theorem for BSDEs and related properties of \(g\)-expectation / rank | |||
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| Property / cites work: Filtration-consistent nonlinear expectations and related \(g\)-expectations / rank | |||
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| Property / cites work: A property of backward stochastic differential equations / rank | |||
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| Property / cites work: Backward Stochastic Differential Equations in Finance / rank | |||
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| Property / cites work: Q4357646 / rank | |||
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Revision as of 11:11, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A property of \(g\)-expectation |
scientific article |
Statements
A property of \(g\)-expectation (English)
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7 June 2005
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backward stochastic differential equation
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comparison theorem
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conditional \(g\)-expectation
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price system
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