A converse comparison theorem for \(g\)-expectations (Q705057)
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scientific article; zbMATH DE number 2130940
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A converse comparison theorem for \(g\)-expectations |
scientific article; zbMATH DE number 2130940 |
Statements
A converse comparison theorem for \(g\)-expectations (English)
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25 January 2005
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backward stochastic differential equation
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generator
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\(g\)-expectation
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converse comparison theorem
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0.9099850654602052
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0.9063425660133362
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0.8910509943962097
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0.8867782950401306
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0.8867573738098145
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