Choquet expectation and Peng's \(g\)-expectation (Q1781180)
From MaRDI portal
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)
0 references
23 June 2005
0 references
backward stochastic differential equations
0 references
representation theorem of \(g\)-expectation
0 references
