Publication:4761439

zbMath0982.60052MaRDI QIDQ4761439

Zeng-Jing Chen, Bo Wang

Publication date: 13 May 2001

zbMATH Keywords

\(g\)-expectation; \(g\)-martingale; backward stochastic differential equation; martingale convergence theorem; uncertainty aversion

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G48: Generalizations of martingales

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