A general comparison theorem for backward stochastic differential equations (Q3059700)
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scientific article; zbMATH DE number 5820057
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A general comparison theorem for backward stochastic differential equations |
scientific article; zbMATH DE number 5820057 |
Statements
A general comparison theorem for backward stochastic differential equations (English)
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26 November 2010
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BSDE
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comparison theorem
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nonlinear expectation
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dynamic risk measure
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0.9762795
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0.9683056
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0.9676007
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0.96618295
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0.96195936
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0.9618453
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0.95849395
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0.9571476
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