A property of \(g\)-probabilities (Q601941)
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scientific article; zbMATH DE number 5808634
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A property of \(g\)-probabilities |
scientific article; zbMATH DE number 5808634 |
Statements
A property of \(g\)-probabilities (English)
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29 October 2010
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BSDEs
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\(g\)-expectations
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\(g\)-probabilities
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2-alternating capacities
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sub 2-alternating capacities
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0.7714771628379822
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0.7369293570518494
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0.7347672581672668
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0.7247469425201416
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