Backward stochastic difference equations with finite states (Q2909972)
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scientific article; zbMATH DE number 6078906
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| English | Backward stochastic difference equations with finite states |
scientific article; zbMATH DE number 6078906 |
Statements
Backward Stochastic Difference Equations with Finite States (English)
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7 September 2012
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backward stochastic difference equations
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comparison theorem
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nonlinear expectation
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dynamic risk measures
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0.937139928340912
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0.9211405515670776
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0.9083758592605592
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0.906504452228546
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