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	Backward stochastic differential equation, nonlinear expectation and their applications
	Peng, Shige
刊名	Proceedings of the International Congress of Mathematicians 2010, ICM 2010
	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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