Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations driven by \(G\)-Brownian motion |
scientific article |
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Backward stochastic differential equations driven by \(G\)-Brownian motion (English)
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6 February 2014
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\(G\)-expectation
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\(G\)-Brownian motion
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\(G\)-martingale
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backward SDEs
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