\(g\)-variance (Q1956506)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(g\)-variance |
scientific article |
Statements
\(g\)-variance (English)
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22 September 2010
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backward stochastic differential equation
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\(g\)-expectation
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conditional \(g\)-expectation
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\(g\)-variance
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