Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation |
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Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (English)
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19 November 2010
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backward stochastic differential equation
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g-expectation
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strict monotonicity
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uniform continuity
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uniqueness
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