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scientific article; zbMATH DE number 5227636
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scientific article; zbMATH DE number 5227636

    Statements

    author
    Shige Peng
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    publication date
    17 January 2008
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    zbMATH Keywords
    \(G\)-normal distribution
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    BSDE
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    SDE
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    nonlinear probability theory
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    nonlinear expectation
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    Itô's stochastic calculus
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    quadratic variation process
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H05
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    60G30
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    60J65
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    35K55
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    60G51
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    zbMATH DE Number
    5227636
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