Jensen’s Inequality Under Nonlinear Expectation Generated by BSDE with Jumps
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10255-019-0862-1.pdf
Reference19 articles.
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3. Briand, P., Coquet, F., Hu, Y., Mèmin, J., Peng, S. A converse comparison theorem for BSDEs and related properties of g-expectation. Electron. Comm. Probab., 5: 101–117 (2000)
4. Barles, G., Chasseigne, G., Imbert, C. On the Dirichlet problem for second-order elliptic integro-differential equations. India Univ. Math. J., 57(1): 213–246 (2008)
5. Barles, G., Imbert, C. Second-order elliptic integro-differential equations: viscosity solutions’ theory revisited. Ann. Inst. H. Poincaré- Anal. Non Linéaire, 25(3): 567–585 (2008)
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