A comonotonic theorem for BSDEs (Q2485815)

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A comonotonic theorem for BSDEs
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    Statements

    title
    A comonotonic theorem for BSDEs (English)
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    author
    Gang Wei
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    Zeng-Jing Chen
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    Reg J. Kulperger
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    publication date
    5 August 2005
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    zbMATH Keywords
    Backward stochastic differential equation
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    Choquet integral
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    Capacity
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    Partial differential equation
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    Identifiers

    zbMATH DE Number
    2192553
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