搜索结果: 1-1 共查到“常微分方程 G-expectation”相关记录1条 . 查询时间(0.07 秒)
A Result On the Probability Measures Dominated by ${\pmb g}$-Expectation
Backward stochastic differential equation g-expectation conditional g-expectation Girsanov transformation
2007/12/12
It is proved that a probability measure is dominated by$g$-expectation ${\cal E}_{\mu}[\cdot]$ if and only if it can begenerated by Girsanov transformation via a process which isuniformly bounded by ...