A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized Neyman-Pearson Lemma for \(g\)-probabilities |
scientific article |
Statements
A generalized Neyman-Pearson Lemma for \(g\)-probabilities (English)
0 references
8 October 2010
0 references
backward stochastic differential equation
0 references
\(g\)-probability/expectation
0 references
hypothesis test
0 references
Neyman-Pearson lemma
0 references
stochastic maximum principle
0 references
0 references
0 references
0 references
0 references
