A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems (Q287748): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G48 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number: 6583759 / rank | |||
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\(g\)-supermartingale systems | |||
| Property / zbMATH Keywords: \(g\)-supermartingale systems / rank | |||
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Doob-Meyer-Mertens decomposition | |||
| Property / zbMATH Keywords: Doob-Meyer-Mertens decomposition / rank | |||
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nonlinear expectations | |||
| Property / zbMATH Keywords: nonlinear expectations / rank | |||
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backward stochastic differential equations | |||
| Property / zbMATH Keywords: backward stochastic differential equations / rank | |||
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Revision as of 19:02, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems |
scientific article |
Statements
A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems (English)
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23 May 2016
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\(g\)-supermartingale systems
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Doob-Meyer-Mertens decomposition
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nonlinear expectations
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backward stochastic differential equations
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