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Properties of minimal mathematical expectations
Institution:1. Department of Mathematics, Shandong Police Institute, Jinan 250014, China;2. Department of Computer, Shandong Normal University, Jinan 250014, China
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.
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