Choquet expectation and Peng's \(g\)-expectation (Q1781180)
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scientific article; zbMATH DE number 2182594
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Choquet expectation and Peng's \(g\)-expectation |
scientific article; zbMATH DE number 2182594 |
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Choquet expectation and Peng's \(g\)-expectation (English)
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23 June 2005
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backward stochastic differential equations
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representation theorem of \(g\)-expectation
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0.95308113
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0.91494185
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0.89714855
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0.89459133
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0.88639665
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0.87776697
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0.8741349
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