Nonlinear expectations and nonlinear Markov chains (Q2483722)
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scientific article; zbMATH DE number 2188628
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nonlinear expectations and nonlinear Markov chains |
scientific article; zbMATH DE number 2188628 |
Statements
Nonlinear expectations and nonlinear Markov chains (English)
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26 July 2005
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Backward stochastic differential equations
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Measure of risk
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\(g\)-expectation
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\(g\)-martingale
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Nonlinear Kolmogorov's consistent theorem
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Doob-Meyer decomposition
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0.9779642
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0.94240665
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0.9388571
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0.9156643
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0.9079406
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0.90676427
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0.9004822
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