Strict comparison theorems under sublinear expectations

DOI10.1007/s00013-017-1098-0zbMath1407.60003MaRDI QIDQ1674893

Xinpeng Li, Yi-Qing Lin

Publication date: 26 October 2017

Published in: Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00013-017-1098-0

zbMATH Keywords

capacity; \(G\)-expectation; Krylov-Safonov estimates; strict comparison theorems

Mathematics Subject Classification ID

60A10: Probabilistic measure theory

35K10: Second-order parabolic equations

35B51: Comparison principles in context of PDEs

Related Items

Backward stochastic differential equations with regime-switching and sublinear expectations

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