Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6256143
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 6256143 |
Statements
Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (English)
0 references
7 February 2014
0 references
\(G\)-expectation
0 references
backward SDEs
0 references
comparison theorem
0 references
Feynman-Kac formula
0 references
Girsanov transformation
0 references
0 references
0 references
0 references
0 references
0.9218953
0 references
0.9096377
0 references
0.9047324
0 references
0.9045056
0 references
0.9026109
0 references
0.90200347
0 references
0.9007354
0 references
0.89878625
0 references
0.89581406
0 references
