Extension and Application of Itô's Formula Under<i>G</i>-Framework (Q5305283)
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scientific article; zbMATH DE number 5685289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extension and Application of Itô's Formula Under<i>G</i>-Framework |
scientific article; zbMATH DE number 5685289 |
Statements
Extension and Application of Itô's Formula Under<i>G</i>-Framework (English)
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19 March 2010
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backward stochastic differential equation
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nonlinear expectation
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Itô formula
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