Lp solutions of infinite time interval BSDEs and the corresponding g-expectations and g-martingales

Authors : Zhaojun Zong

Pages : 704-718

Doi:10.3906/mat-1109-6

View : 16 | Download : 12

Publication Date : 9999-12-31

Article Type : Makaleler

Abstract :In this paper we study the existence and uniqueness theorem for Lp (1
Keywords : Backward stochastic differential equation (BSDE), comparison theorem, generalized g-expectation, generalized g-martingale