Nonlinear expectations and nonlinear Markov chains (Q2483722)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear expectations and nonlinear Markov chains |
scientific article |
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Nonlinear expectations and nonlinear Markov chains (English)
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26 July 2005
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Backward stochastic differential equations
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Measure of risk
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\(g\)-expectation
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\(g\)-martingale
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Nonlinear Kolmogorov's consistent theorem
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Doob-Meyer decomposition
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