Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (Q2346319)
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scientific article; zbMATH DE number 6441678
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| English | Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 6441678 |
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Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (English)
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1 June 2015
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backward stochastic differential equations
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nonlinear expectation
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Jensen inequality
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0.8736127018928528
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0.8583659529685974
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0.8582918047904968
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0.8397982120513916
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0.8358207941055298
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