Nonlinear expectations and nonlinear Markov chains
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Publication:2483722
DOI10.1142/S0252959905000154zbMath1077.60045MaRDI QIDQ2483722
Publication date: 26 July 2005
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
Doob-Meyer decomposition\(g\)-expectation\(g\)-martingaleBackward stochastic differential equationsMeasure of riskNonlinear Kolmogorov's consistent theorem
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