Moment inequality and Hölder inequality for BSDEs (Q1036887): Difference between revisions

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+Sheng-Jun Fan
@@ Property / author: Sheng-Jun Fan / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10255-007-7035-4
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+W2121966849
@@ Property / OpenAlex ID: W2121966849 / rank @@
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@@ Property / cites work @@
+Ambiguity, Risk, and Asset Returns in Continuous Time
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@@ Property / cites work @@
+A property of \(g\)-expectation
@@ Property / cites work: A property of \(g\)-expectation / rank @@
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@@ Property / cites work @@
+Jensen's inequality for backward stochastic differential equations
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@@ Property / cites work @@
+On Jensen's inequality for \(g\)-expectation
@@ Property / cites work: On Jensen's inequality for \(g\)-expectation / rank @@
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+Asymptotic expansions of transition densities for hybrid jump-diffusions
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+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4657955
@@ Property / cites work: Q4657955 / rank @@
+Normal rank