A decomposition theorem of g-martingales

SUT Journal of Mathematics

Volumn 34, Issue 2, 1998, Pages 197-208

  Chen, Zengjing ^a   Peng, Shige ^a  

^a SHANDONG UNIVERSITY   (China)

Author keywords

Backward stochastic differentional equations; Decomposition theorem of g martingales; G expectation

Indexed keywords

EID: 84863229852     PISSN: 09165746     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (13)

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