Backward stochastic differential equation, nonlinear expectation and their applications | |
Peng, Shige | |
刊名 | Proceedings of the International Congress of Mathematicians 2010, ICM 2010
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2010 | |
页码 | 393-432 |
关键词 | Backward stochastic differential equation Brownian motion G-expectation G-martingale Itô Integral and Itô's calculus Law of large numbers and central limit theory under uncertainty Nonlinear expectation Parabolic partial differential equation Risk measure Stochastic differential equation Super-hedging |
会议名称 | International Congress of Mathematicians 2010, ICM 2010 |
URL标识 | 查看原文 |
会议日期 | 19 August 2010 through 27 August 2010 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5513897 |
专题 | 山东大学 |
作者单位 | School of Mathematics, Shandong University, 250100, Jinan, China |
推荐引用方式 GB/T 7714 | Peng, Shige. Backward stochastic differential equation, nonlinear expectation and their applications[J]. Proceedings of the International Congress of Mathematicians 2010, ICM 2010,2010:393-432. |
APA | Peng, Shige.(2010).Backward stochastic differential equation, nonlinear expectation and their applications.Proceedings of the International Congress of Mathematicians 2010, ICM 2010,393-432. |
MLA | Peng, Shige."Backward stochastic differential equation, nonlinear expectation and their applications".Proceedings of the International Congress of Mathematicians 2010, ICM 2010 (2010):393-432. |
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