Properties of maximal mathematical expectation

zbMATH Open1141.60351MaRDI QIDQ5452999FDOQ5452999

Henglu Shi, Wei Deng, Lu Qi

Publication date: 4 April 2008

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zbMATH Keywords

backward stochastic differential equation\(g\)-expectationmaximal mathematical expectation

Mathematics Subject Classification ID

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

Cited In (1)

• Properties of minimal mathematical expectations

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