Mathematics
Probability
Scientist
Forschungszentrum Jülich, Institute für Plasmaphysik, Jülich, Germany
Backward stochastic differential equations under super linear G-expectation and associated Hamilton-Jacobi-Bellman equations
Bolometer diagnostics for one- and two-dimensional measurements of radiated power on the Large Helical Device
Multidimensional dynamic risk measure via conditional g-expectation
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