| Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications | |
| Peng, Shige | |
| 2010 | |
| 会议名称 | International Congress of Mathematicians (ICM 2010) |
| 会议日期 | AUG 19-27, 2010 |
| 关键词 | Stochastic differential equation backward stochastic differential equation nonlinear expectation Brownian motion risk measure super-hedging parabolic partial differential equation g-expectation G-expectation g-martingale G-martingale Ito integral and Ito's calculus law of large numbers and central limit theory under uncertainty |
| 页码 | 393-432 |
| 收录类别 | CPCI-S |
| 会议录 | PROCEEDINGS OF THE INTERNATIONAL CONGRESS OF MATHEMATICIANS, VOL I: PLENARY LECTURES AND CEREMONIES
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| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6063619 |
| 专题 | 山东大学 |
| 作者单位 | Shandong Univ, Sch Math, Jinan 250100, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Peng, Shige. Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications[C]. 见:International Congress of Mathematicians (ICM 2010). AUG 19-27, 2010. |
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