Properties of sublinear \(g\)-expectations and their applications (Q3306222)
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scientific article; zbMATH DE number 7233599
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| English | Properties of sublinear \(g\)-expectations and their applications |
scientific article; zbMATH DE number 7233599 |
Statements
12 August 2020
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backward stochastic differential equation
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sublinear \(g\)-expectation
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dynamic coherent risk measure
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Properties of sublinear g-expectations and their applications (English)
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0.8983287215232849
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0.850519061088562
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0.8488888144493103
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0.8101122379302979
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0.7870945334434509
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