Publication:4761439
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zbMath0982.60052MaRDI QIDQ4761439
Publication date: 13 May 2001
\(g\)-expectation; \(g\)-martingale; backward stochastic differential equation; martingale convergence theorem; uncertainty aversion
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G48: Generalizations of martingales
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