Extension and Application of Itô's Formula Under<i>G</i>-Framework (Q5305283)
From MaRDI portal
scientific article; zbMATH DE number 5685289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extension and Application of Itô's Formula Under<i>G</i>-Framework |
scientific article; zbMATH DE number 5685289 |
Statements
Extension and Application of Itô's Formula Under<i>G</i>-Framework (English)
0 references
19 March 2010
0 references
backward stochastic differential equation
0 references
nonlinear expectation
0 references
Itô formula
0 references
