A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A generalized Neyman-Pearson Lemma for g-probabilities |
scientific article; zbMATH DE number 5797375
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A generalized Neyman-Pearson Lemma for \(g\)-probabilities |
scientific article; zbMATH DE number 5797375 |
Statements
A generalized Neyman-Pearson Lemma for \(g\)-probabilities (English)
0 references
8 October 2010
0 references
backward stochastic differential equation
0 references
\(g\)-probability/expectation
0 references
hypothesis test
0 references
Neyman-Pearson lemma
0 references
stochastic maximum principle
0 references
0 references
0 references
0 references
0 references
0.8891431093215942
0 references
0.7978692650794983
0 references
0.7530120611190796
0 references
0.7530120611190796
0 references
