Publication:5436616
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zbMath1131.60057arXivmath/0601035MaRDI QIDQ5436616
Publication date: 17 January 2008
Full work available at URL: https://arxiv.org/abs/math/0601035
nonlinear expectation; BSDE; \(G\)-normal distribution; SDE; quadratic variation process; Itô's stochastic calculus; nonlinear probability theory
60G51: Processes with independent increments; Lévy processes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
35K55: Nonlinear parabolic equations
60J65: Brownian motion
60H05: Stochastic integrals
60G30: Continuity and singularity of induced measures
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