A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions (Q2385333)
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scientific article; zbMATH DE number 5200251
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| English | A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions |
scientific article; zbMATH DE number 5200251 |
Statements
A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions (English)
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12 October 2007
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backward stochastic differential equation
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\(g\)-evaluation
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\(g\)-expectation
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generator
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converse comparison theorem
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0.7670247
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0.75842494
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