Constructing sublinear expectations on path space (Q2447703)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constructing sublinear expectations on path space |
scientific article |
Statements
Constructing sublinear expectations on path space (English)
0 references
28 April 2014
0 references
sublinear expectation
0 references
\(G\)-expectation
0 references
random \(G\)-expectation
0 references
time-consistency
0 references
optional sampling
0 references
dynamic programming
0 references
analytic set
0 references
0 references
0 references
0 references
0 references
0 references
