A converse comparison theorem for anticipated BSDEs and related non-linear expectations
Author:
Funder
NSERC
ARC
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference16 articles.
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3. Existence and uniqueness for BSDE with stopping time;Chen;Chin. Sci. Bull.,1998
4. Choquet expectation and Peng’s g-expectation;Chen;Ann. Probab.,2005
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