Martingale problem under nonlinear expectations (Q1744199)

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Martingale problem under nonlinear expectations
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    title
    Martingale problem under nonlinear expectations (English)
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    author
    Xin Guo
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    Chen Pan
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    Shige Peng
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    publication date
    16 April 2018
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    Mathematics Subject Classification ID
    60G44
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    60G40
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    60H30
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    49J10
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    93E20
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    60H15
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    zbMATH DE Number
    6860570
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    zbMATH Keywords
    fully nonlinear PDE
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    nonlinear martingale problem
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    (conditional) nonlinear expectation
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    weak solution to \(G\)-SDE
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    OpenAlex ID
    W1540550888
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    arXiv ID
    1211.2869
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