The following pages link to A property of \(g\)-expectation (Q1780286):
Displaying 7 items.
- Jensen's inequality for backward stochastic differential equations (Q867437) (← links)
- Limit theorem and uniqueness theorem of backward stochastic differential equations (Q867793) (← links)
- Jensen's inequality for filtration consistent nonlinear expectation without domination condition (Q932335) (← links)
- Moment inequality and Hölder inequality for BSDEs (Q1036887) (← links)
- A note on Jensen's inequality for BSDEs (Q1044343) (← links)
- Representation theorem for generators of quadratic BSDEs (Q1782045) (← links)
- The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
