Some Properties and Convergence Theorems of Conditional g-expectation

DOI10.5539/JMR.V3N1P88zbMath1221.60088OpenAlexW2070583040MaRDI QIDQ3018093

Hongcheng Ji, Mei-Juan Wang, Xiang-Rong Wang

Publication date: 21 July 2011

Published in: Journal of Mathematics Research (Search for Journal in Brave)

Full work available at URL: http://www.ccsenet.org/journal/index.php/jmr/article/view/9145

zbMATH Keywords

\(g\)-expectationconditional \(g\)-expectationbackward stochastic differential equation(BSDE)

Mathematics Subject Classification ID

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

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