On quadratic \(g\)-evaluations/expectations and related analysis (Q3580108)
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scientific article
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| English | On quadratic \(g\)-evaluations/expectations and related analysis |
scientific article |
Statements
On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis (English)
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11 August 2010
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generator
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backward stochastic differential equation
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g-evaluation
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g-expectation
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comparison theorem
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Doob-Meyer type decomposition
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optional sampling theorem
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upcrossing inequality
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0.8364424705505371
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0.8315187096595764
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0.8004646301269531
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