Backward nonlinear expectation equations (Q1702883)

From MaRDI portal
Revision as of 06:09, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Backward nonlinear expectation equations
scientific article

    Statements

    title
    Backward nonlinear expectation equations (English)
    0 references
    author
    Christoph Belak
    0 references
    Thomas Seiferling
    0 references
    Frank Thomas Seifried
    0 references
    publication date
    1 March 2018
    0 references
    zbMATH Keywords
    backward stochastic differential equation
    0 references
    nonlinear expectation
    0 references
    random \(G\)-expectation
    0 references
    recursive utility
    0 references
    volatility uncertainty
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B16
    0 references
    60H10
    0 references
    60H30
    0 references
    zbMATH DE Number
    6845621
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1702883&oldid=14027839"
    Powered by MediaWiki