Nonlinear continuous semimartingales (Q6136833)
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scientific article; zbMATH DE number 7790306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear continuous semimartingales |
scientific article; zbMATH DE number 7790306 |
Statements
Nonlinear continuous semimartingales (English)
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17 January 2024
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Knightian uncertainty
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nonlinear expectation
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nonlinear martingale problem
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nonlinear semimartingales
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path-dependent partial differential equation
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semimartingale characteristics
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sublinear expectation
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viscosity solution
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