A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems (Q287748)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems |
scientific article |
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A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems (English)
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23 May 2016
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\(g\)-supermartingale systems
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Doob-Meyer-Mertens decomposition
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nonlinear expectations
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backward stochastic differential equations
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