Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs (Q2155508)
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scientific article
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| English | Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs |
scientific article |
Statements
Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs (English)
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15 July 2022
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backward SDE
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nondominated probability measures
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nonlinear expectation
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second-order backward SDE
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