Properties of maximal mathematical expectation

MaRDI QIDQ5452999zbMATH OpenFDO

Authors Henglu Shi, Wei Deng, Lu Qi

Publication date 4 April 2008

zbMATH Keywords

\(g\)-expectationbackward stochastic differential equationmaximal mathematical expectation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Some properties and convergence theorems of conditional g-expectation
• Some properties of nonlinear expectations
• Choquet expectations, minimax expectations and generalized Peng's g-expectations
• Properties of minimal mathematical expectations
• Law of large numbers for Peng g-expectation

Cited in

(3)

• Some properties and convergence theorems of conditional g-expectation
• Some properties of nonlinear expectations
• Properties of minimal mathematical expectations

This page was built for publication: Properties of maximal mathematical expectation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5452999)