Stochastic representation under \(g\)-expectation and applications: the discrete time case (Q2084896)
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scientific article; zbMATH DE number 7601368
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| English | Stochastic representation under \(g\)-expectation and applications: the discrete time case |
scientific article; zbMATH DE number 7601368 |
Statements
Stochastic representation under \(g\)-expectation and applications: the discrete time case (English)
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13 October 2022
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stochastic representation
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\(g\)-expectation
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optimal stopping problem
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Skorokhod problem
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0.82137531042099
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0.8042824268341064
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0.7910484671592712
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0.789384126663208
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0.785922110080719
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