A property of \(g\)-expectation (Q1780286)

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A property of \(g\)-expectation
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    title
    A property of \(g\)-expectation (English)
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    author
    Long Jiang
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    publication date
    7 June 2005
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    zbMATH DE Number
    2174189
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    zbMATH Keywords
    backward stochastic differential equation
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    comparison theorem
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    conditional \(g\)-expectation
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    price system
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