Article ID Journal Published Year Pages File Type
1710624 Applied Mathematics Letters 2006 7 Pages PDF
Abstract

The aim of this paper is to discuss how to compute a class of minimal mathematical expectations by using backward stochastic differential equations. We also prove that the minimal mathematical expectation operator still preserves some properties of the mathematical expectation operator.

Keywords
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
Preview
Properties of minimal mathematical expectations
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