Backward nonlinear expectation equations (Q1702883)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward nonlinear expectation equations |
scientific article |
Statements
Backward nonlinear expectation equations (English)
0 references
1 March 2018
0 references
backward stochastic differential equation
0 references
nonlinear expectation
0 references
random \(G\)-expectation
0 references
recursive utility
0 references
volatility uncertainty
0 references
