On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case
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Publication:1745261
DOI10.1007/s10959-016-0705-5zbMath1391.60149arXiv1506.02577OpenAlexW2963343560MaRDI QIDQ1745261
Publication date: 20 April 2018
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.02577
\(g\)-expectationbackward stochastic differential equationnonlinear expectation\(g\)-evaluationnonlinear evaluation
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