Jensen’s inequality for backward SDEs driven by G-Brownian motion
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s00013-015-0756-3.pdf
Reference22 articles.
1. P. Briand et al., A converse comparison theorem for BSDEs and related properties of g-expectation, Elect. Comm. Probab. 5 (2000), 101–117.
2. Z. Chen, R. Kulperger, and L. Jiang, Jensen’s inequality for g-expectation: part 1 and part 2, C. R. Acad. Sci. Paris, Ser. I Math. 337 (2003), 725–730 and 797–800.
3. Fan S.: A note on Jensen’s inequality for BSDEs, Acta Math. Sinica, English Series 25, 1681–1692 (2009)
4. Guessab A., Schmeisser G.: Necessary and sufficient conditions for the validity of Jensen’s inequality. Arch. Math. 100, 561–570 (2013)
5. K. He, and M. Hu, Representation theorem for generators of BSDEs driven by G-Brownian Motion and its applications, Abstract and Applied Analysis, 2013 (2013), Article ID 342038, 10 pages.
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