Some properties and convergence theorems of conditional \(g\)-expectation (Q3018093)
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scientific article; zbMATH DE number 5929506
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| English | Some properties and convergence theorems of conditional \(g\)-expectation |
scientific article; zbMATH DE number 5929506 |
Statements
Some Properties and Convergence Theorems of Conditional g-expectation (English)
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21 July 2011
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backward stochastic differential equation(BSDE)
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\(g\)-expectation
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conditional \(g\)-expectation
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0.8227553367614746
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0.8200873732566833
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0.8123608827590942
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0.8123608827590942
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0.8004900813102722
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