Moment inequality and Hölder inequality for BSDEs
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Publication:1036887
DOI10.1007/s10255-007-7035-4zbMath1178.60042MaRDI QIDQ1036887
Publication date: 13 November 2009
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-007-7035-4
backward stochastic differential equation; Hölder inequality for BSDEs; Minkowski inequality for BSDEs; moment inequality for BSDEs
60E15: Inequalities; stochastic orderings
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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