Choquet expectation and Peng's \(g\)-expectation (Q1781180)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Choquet expectation and Peng's \(g\)-expectation |
scientific article |
Statements
Choquet expectation and Peng's \(g\)-expectation (English)
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23 June 2005
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backward stochastic differential equations
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representation theorem of \(g\)-expectation
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