Backward nonlinear expectation equations (Q1702883)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Backward nonlinear expectation equations |
scientific article; zbMATH DE number 6845621
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Backward nonlinear expectation equations |
scientific article; zbMATH DE number 6845621 |
Statements
Backward nonlinear expectation equations (English)
0 references
1 March 2018
0 references
backward stochastic differential equation
0 references
nonlinear expectation
0 references
random \(G\)-expectation
0 references
recursive utility
0 references
volatility uncertainty
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8444134593009949
0 references
0.8096703290939331
0 references
0.8003079891204834
0 references
