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Journals / Turkish Journal of Mathematics / 2013 / Cilt: 37 - Sayı: 4

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

Zhaojun ZONG

Pages
704–718
DOI
—

Abstract

In this paper we study the existence and uniqueness theorem for Lp (1

Özet

In this paper we study the existence and uniqueness theorem for Lp (1

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