Martingale problem under nonlinear expectations (Q1744199)
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: Martingale problem under nonlinear expectations |
scientific article; zbMATH DE number 6860570
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Martingale problem under nonlinear expectations |
scientific article; zbMATH DE number 6860570 |
Statements
Martingale problem under nonlinear expectations (English)
0 references
16 April 2018
0 references
fully nonlinear PDE
0 references
nonlinear martingale problem
0 references
(conditional) nonlinear expectation
0 references
weak solution to \(G\)-SDE
0 references
0 references
0 references
0.8122735023498535
0 references
0.806099534034729
0 references
0.806099534034729
0 references
