Title of article
Properties of minimal mathematical expectations Original Research Article
Author/Authors
Yongqing Wei، نويسنده , , Peiyu Liu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
7
From page
15
To page
21
Abstract
The aim of this paper is to discuss how to compute a class of minimal mathematical expectations by using backward stochastic differential equations. We also prove that the minimal mathematical expectation operator still preserves some properties of the mathematical expectation operator.
Keywords
Minimal mathematical expectation , Minimal conditional mathematical expectation , Backward stochastic differential equation (BSDE)
Journal title
Applied Mathematics Letters
Serial Year
2006
Journal title
Applied Mathematics Letters
Record number
898075
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