On the integral representation of \(g\)-expectations with terminal constraints (Q2400639)
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scientific article
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| English | On the integral representation of \(g\)-expectations with terminal constraints |
scientific article |
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On the integral representation of \(g\)-expectations with terminal constraints (English)
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29 August 2017
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backward stochastic differential equations
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\(g\)-expectations
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conditional \(g\)-expectations
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Choquet expectations
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0.9389368
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0.91684186
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0.89939994
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0.8690778
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0.86391467
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0.8623649
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0.86195767
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0.85941595
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