Representation theorem for generators of quadratic BSDEs (Q1782045)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation theorem for generators of quadratic BSDEs |
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Representation theorem for generators of quadratic BSDEs (English)
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18 September 2018
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backward stochastic differential equation
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representation theorem of generator
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converse comparison theorem
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\(g\)-expectation
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