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scientific article; zbMATH DE number 1563401
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scientific article; zbMATH DE number 1563401

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    author
    Zeng-Jing Chen
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    Bo Wang
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    publication date
    13 May 2001
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    zbMATH DE Number
    1563401
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    zbMATH Keywords
    backward stochastic differential equation
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    \(g\)-expectation
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    \(g\)-martingale
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    martingale convergence theorem
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    uncertainty aversion
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