The Riesz decomposition theorem for g-supermartingales

zbMATH Open1274.60190MaRDI QIDQ5299658FDOQ5299658

Authors: Panyu Wu 

Publication date: 20 June 2013

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zbMATH Keywords

potentialbackward stochastic differential equationssupermartingaleRiesz decomposition theorem

Mathematics Subject Classification ID

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

Cited In (1)

• Supermartingale decomposition theorem under \(G\)-expectation

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