مرکز منطقه ای اطلاع رساني علوم و فناوري - A note on g-expectation with comonotonic additivity

Title of article :

A note on g-expectation with comonotonic additivity

Author/Authors :

Long Jiang، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2006

Pages :

From page :

1895

To page :

1903

Keywords :

Backward stochastic differential equation , g-expectation , Conditional g-expectation , Choquet expectation , Comonotonicadditivity

Journal title :

Statistics and Probability Letters

Serial Year :

2006

Journal title :

Statistics and Probability Letters

Record number :

140849

Link To Document :