\(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications |
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\(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (English)
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13 October 2016
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backward stochastic differential equations
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weak \(L^p\)-convergence
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\(g\)-expectation
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\(\mathcal{E}_g\)-martingale
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\(\mathcal{E}_g\)-supermartingale
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