Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration (Q2308363)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration |
scientific article |
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Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration (English)
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3 April 2020
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filtration
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backward stochastic differential equations
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representation theorem
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converse comparison theorem
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\(g\)-expectation
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