Representation theorem for generators of quadratic BSDEs (Q1782045)
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scientific article; zbMATH DE number 6938651
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| English | Representation theorem for generators of quadratic BSDEs |
scientific article; zbMATH DE number 6938651 |
Statements
Representation theorem for generators of quadratic BSDEs (English)
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18 September 2018
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backward stochastic differential equation
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representation theorem of generator
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converse comparison theorem
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\(g\)-expectation
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0.93508637
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0.91698307
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0.91379666
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0.9125464
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0.91157305
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0.91143656
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0.9104248
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0.9097389
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0.9083812
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