A property of \(g\)-expectation (Q1780286)
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scientific article; zbMATH DE number 2174189
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A property of \(g\)-expectation |
scientific article; zbMATH DE number 2174189 |
Statements
A property of \(g\)-expectation (English)
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7 June 2005
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backward stochastic differential equation
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comparison theorem
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conditional \(g\)-expectation
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price system
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0.88423944
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0.88267285
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