A conditional variance for \(g\)-expectation (Q2992035)
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scientific article; zbMATH DE number 6610897
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| English | A conditional variance for \(g\)-expectation |
scientific article; zbMATH DE number 6610897 |
Statements
10 August 2016
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backward stochastic differential equations
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\(g\)-expectation
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\(g\)-variance
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0.8200873732566833
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0.7848788499832153
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0.7553462386131287
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