G-expectation
id:
g-expectation-286-17235414
title:
G-expectation
text:
In probability theory, the g-expectation is a nonlinear expectation based on a backwards stochastic differential equation (BSDE) originally developed by Shige Peng.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/G-expectation
date created:
date modified:
2022-05-01T18:58:25Z
main entity:
{"identifier":"Q5511943","url":"https://www.wikidata.org/entity/Q5511943"}
image:
fields total:
13
integrity:
13