Fubini theorem for non additive measures in the framework of <i><i>g</i></i>-expectation (Q4605256)
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scientific article; zbMATH DE number 6841802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fubini theorem for non additive measures in the framework of <i><i>g</i></i>-expectation |
scientific article; zbMATH DE number 6841802 |
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Fubini theorem for non additive measures in the framework of <i><i>g</i></i>-expectation (English)
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21 February 2018
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backward stochastic differential equation
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Fubini theorem
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\(g\)-expectation
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non additive measure
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