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Search: subject:"Random G-expectation"
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Random G-expectation
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Backward stochastic differential equation
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Belak, Christoph
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Mathematics and financial economics
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Backward nonlinear expectation equations
Belak, Christoph
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10011963319
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Constructing sublinear expectations on path space
Nutz, Marcel
;
van Handel, Ramon
- In:
Stochastic Processes and their Applications
123
(
2013
)
8
,
pp. 3100-3121
generalization of the
random
G-expectation
, and an optional sampling theorem that holds without exceptional set. Our results also …
Persistent link: https://www.econbiz.de/10010679226
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