Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277)

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scientific article; zbMATH DE number 5817771
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    Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation
    scientific article; zbMATH DE number 5817771

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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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