Representation of filtration-consistent nonlinear expectation by <i>g</i>-expectation in general framework (Q5079171)
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scientific article; zbMATH DE number 7532224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of filtration-consistent nonlinear expectation by <i>g</i>-expectation in general framework |
scientific article; zbMATH DE number 7532224 |
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Representation of filtration-consistent nonlinear expectation by <i>g</i>-expectation in general framework (English)
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25 May 2022
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BSDE
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infinite horizon
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nonlinear expectation
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g-expectation
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