Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Backward stochastic differential equations driven by G-Brownian motion |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Backward stochastic differential equations driven by \(G\)-Brownian motion |
scientific article |
Statements
Backward stochastic differential equations driven by \(G\)-Brownian motion (English)
0 references
6 February 2014
0 references
\(G\)-expectation
0 references
\(G\)-Brownian motion
0 references
\(G\)-martingale
0 references
backward SDEs
0 references
0 references
0 references
0 references
0 references
0 references
0.8990670442581177
0 references
0.8983736634254456
0 references
0.8944632411003113
0 references
0.8826625943183899
0 references
