A relationship between the conditional g-evaluation system and the generator g and its applica\-tions

DOI10.1007/S10114-007-0943-7zbMATH Open1124.60048OpenAlexW2106997842MaRDI QIDQ2385333FDOQ2385333

Authors: Shengjun Fan 

Publication date: 12 October 2007

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-007-0943-7

Recommendations

• scientific article; zbMATH DE number 5263406
• scientific article; zbMATH DE number 4187777
• Conditional systems revisited
• Certain generalized and mixed type generating relations: an operational approach
• A Gentzen system for conditional logic
• Transactions on Rough Sets II
• Probability theoretic methods for generative systems characterization
• scientific article; zbMATH DE number 2113128
• Conditional Lindenmayer systems with subregular conditions: the extended case

zbMATH Keywords

generatorbackward stochastic differential equation\(g\)-expectationconverse comparison theorem\(g\)-evaluation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Adapted solution of a backward stochastic differential equation
• Jensen's inequality for \(g\)-expectation. I
• A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
• Representation theorems for generators of backward stochastic differential equations and their applications
• A property of backward stochastic differential equations
• Representation theorems for generators of backward stochastic differential equations
• On Jensen's inequality for \(g\)-expectation
• Some results on the uniqueness of generators of backward stochastic differential equations
• Converse comparison theorems for backward stochastic differential equations
• The converse comparison theorems for generators of backward stochastic differential equations
• A representation theorem for generators of backward stochastic differential equations and its application

Cited In (4)

• Dynamics and control of variable geometry truss manipulator
• A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes
• A limit theorem for solutions to BSDEs in the space of processes
• A note on Jensen's inequality for BSDEs

This page was built for publication: A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2385333)