Comonotonic theorems of BSDEs with stochastic generators

MaRDI QIDQ3513672zbMATH OpenFDO

Authors Hui Zhang

Publication date 6 August 2008

zbMATH Keywords

\(g\)-expectationChoquet integralMalliavin derivative

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 1867088 (Why is no real title available?)
• Properties of solution of fractional backward stochastic differential equation

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