Turkish Journal of Mathematics
L^p solutions of infinite time interval BSDEs and the corresponding g-expectations and g-martingales
Abstract
In this paper we study the existence and uniqueness theorem for L^p (1
DOI
10.3906/mat-1109-6
Keywords
Backward stochastic differential equation (BSDE), comparison theorem, generalized g-expectation, generalized g-martingale
First Page
704
Last Page
718
Recommended Citation
ZONG, ZHAOJUN
(2013)
"L^p solutions of infinite time interval BSDEs and the corresponding g-expectations and g-martingales,"
Turkish Journal of Mathematics: Vol. 37:
No.
4, Article 15.
https://doi.org/10.3906/mat-1109-6
Available at:
https://journals.tubitak.gov.tr/math/vol37/iss4/15
