Zhaojun ZONG

Lp solutions of infinite time interval BSDEs and the corresponding g-expectations and g-martingales

Lp solutions of infinite time interval BSDEs and the corresponding g-expectations and g-martingales

Turkish Journal of Mathematics

2013-Cilt: 37 - Sayı: 4

704-718

Backward stochastic differential equation (BSDE), comparison theorem, generalized g-expectation, generalized g-martingale

Backward stochastic differential equation (BSDE), comparison theorem, generalized g-expectation, generalized g-martingale

7118