Martingale problem under nonlinear expectations (Q1744199)
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scientific article
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| English | Martingale problem under nonlinear expectations |
scientific article |
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Martingale problem under nonlinear expectations (English)
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16 April 2018
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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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