A representation for filtration-consistent nonlinear expectations and its application (Q5055194)
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scientific article; zbMATH DE number 7632258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A representation for filtration-consistent nonlinear expectations and its application |
scientific article; zbMATH DE number 7632258 |
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A representation for filtration-consistent nonlinear expectations and its application (English)
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13 December 2022
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backward stochastic differential equation
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Doob-Meyer decomposition
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filtration-consisitent expectation
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\(g\)-expectation
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time-consistent risk measure
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