A general converse comparison theorem for backward stochastic differential equations (Q2756232)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general converse comparison theorem for backward stochastic differential equations |
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A general converse comparison theorem for backward stochastic differential equations (English)
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7 October 2002
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backward stochastic differential equations
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comparison theorem
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\(g\)-expectation
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