BSDES under filtration-consistent nonlinear expectations and the corresponding decomposition theorem for ${\cal E}$-supermartingales in $L^p$

Zhaojun Zong; Feng Hu

doi:10.1216/RMJ-2013-43-2-677

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Home > Journals > Rocky Mountain J. Math. > Volume 43 > Issue 2 > Article

2013 BSDES under filtration-consistent nonlinear expectations and the corresponding decomposition theorem for ${\cal E}$-supermartingales in $L^p$

Zhaojun Zong, Feng Hu

Rocky Mountain J. Math. 43(2): 677-695 (2013). DOI: 10.1216/RMJ-2013-43-2-677

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Vol.43 • No. 2 • 2013

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Zhaojun Zong, Feng Hu "BSDES under filtration-consistent nonlinear expectations and the corresponding decomposition theorem for ${\cal E}$-supermartingales in $L^p$," Rocky Mountain Journal of Mathematics, Rocky Mountain J. Math. 43(2), 677-695, (2013)

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