\(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE |
scientific article |
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\(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (English)
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12 January 2016
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backward stochastic differential equations
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\(P\)-weighted Sobolev spaces
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\(G\)-expectation weighted Soboloev spaces
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path dependent partial differential equations
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\(G\)-Brownian motion
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\(G\)-martingale
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