Characteristics of micro scale nonlinear filtration
نویسندگان
چکیده
منابع مشابه
Filtration Consistent Nonlinear Expectations
From a general deenition of nonlinear expectations, viewed as operators preserving monotonicity and constants, we derive, under rather general assumptions, the notions of conditional nonlinear expectation and nonlinear martingales. We prove that any such nonlinear martingale can be represented as the solution of a backward stochastic equation, and in particular admits continuous paths. In other...
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ژورنال
عنوان ژورنال: Petroleum Exploration and Development
سال: 2011
ISSN: 1876-3804
DOI: 10.1016/s1876-3804(11)60036-0