Convexity and sublinearity of \(g\)-expectations (Q2170234)
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scientific article; zbMATH DE number 7578051
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convexity and sublinearity of \(g\)-expectations |
scientific article; zbMATH DE number 7578051 |
Statements
Convexity and sublinearity of \(g\)-expectations (English)
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30 August 2022
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convexity
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sublinearity
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backward stochastic differential equation
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\(g\)-expectation
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dynamic risk measure
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0.9151226282119752
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0.8983287215232849
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0.8636061549186707
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0.8195570707321167
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0.8127937912940979
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