范胜君.条件g-期望的矩不等式[J].数学年刊A辑,2009,30(6):771~776
条件g-期望的矩不等式
Moment Inequality for Conditional g-Expectation
Received:April 13, 2009  
DOI:
中文关键词:  倒向随机微分方程, g-期望, 条件g-期望,矩不等式
英文关键词:Backward stochastic differential equation, g-Expectation, Conditional g-expectation, Moment inequality
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Author NameAffiliationE-mail
FAN Shengjun Department of Mathematics, College of Science, China University of Mining and Technology, Xuzhou 221116, Jiangsu, China. f_s_j@126.com 
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中文摘要:
      找到了几个使条件g-期望的矩不等式在一般意义下成立的关于gg-期望的充分条件.
英文摘要:
      This paper finds some sufficient conditions on g and g-expectation under which moment inequality for the conditional g-expectation holds in general.
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