A new comparison theorem of multidimensional BSDEs (Q2343572)
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scientific article; zbMATH DE number 6185889
- Strong Laws of Large Numbers for Bernoulli Experiments under Ambiguity
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English | A new comparison theorem of multidimensional BSDEs |
scientific article; zbMATH DE number 6185889 |
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A new comparison theorem of multidimensional BSDEs (English)
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Strong Laws of Large Numbers for Bernoulli Experiments under Ambiguity (English)
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6 May 2015
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10 July 2013
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backward stochastic differential equations
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comparison theorem
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viability property
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Bernoulli experiments
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capacity
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strong law of large number
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upper-expectation
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