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Dergiler / 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

Sayfa
704–718
DOI
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Özet

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

Abstract

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

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