Publication:4761439
From MaRDI portal
zbMath0982.60052MaRDI QIDQ4761439
Publication date: 13 May 2001
\(g\)-expectation; \(g\)-martingale; backward stochastic differential equation; martingale convergence theorem; uncertainty aversion
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G48: Generalizations of martingales
Related Items
Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions, \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications, \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators, One-dimensional BSDEs with finite and infinite time horizons, On the existence of solutions to BSDEs with generalized uniformly continuous generators, Finite and infinite time interval BSDEs with non-Lipschitz coefficients, \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions, Backward doubly stochastic differential equations with infinite time horizon., On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations