Title of article :
Properties of minimal mathematical expectations
Original Research Article
Author/Authors :
Yongqing Wei، نويسنده , , Peiyu Liu، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
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 :
Minimal mathematical expectation , Minimal conditional mathematical expectation , Backward stochastic differential equation (BSDE)
Journal title :
Applied Mathematics Letters
Journal title :
Applied Mathematics Letters
